A flexible dynamic correlation model
Dirk Baur
| Year of publication: |
2006
|
|---|---|
| Authors: | Baur, Dirk |
| Published in: |
Econometric analysis of financial and economic time series ; part a ; 20. - Amsterdam [u.a.] : Elsevier JAI, ISBN 0-7623-1274-2. - 2006, p. 3-31
|
| Subject: | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Aktienindex | Stock index | Schätzung | Estimation | Theorie | Theory | Deutschland | Germany | Großbritannien | United Kingdom | USA | United States | Japan | Korrelation | Correlation | 1997-2001 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003331350