Dynamic partial correlation models
Enzo D'Innocenzo, Andre Lucas
| Year of publication: |
2024
|
|---|---|
| Authors: | D'Innocenzo, Enzo ; Lucas, André |
| Subject: | Dynamic correlations | Filter invertibility | Score-driven models | Stationarity | Korrelation | Correlation | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Stochastischer Prozess | Stochastic process | Dynamische Wirtschaftstheorie | Economic dynamics | Portfolio-Management | Portfolio selection |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2024.105747 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015075172