Nonlinearities and regimes in conditional correlations with different dynamics

Luc Bauwens and Edoardo Otranto

Year of publication:	[2018]
Authors:	Bauwens, Luc ; Otranto, Edoardo
Publisher:	[Louvain-la-Neuve] : CORE
Subject:	dynamic conditional correlations \| regime-switching dynamic correlations \| Hadamard exponential matrix \| Korrelation \| Correlation \| ARCH-Modell \| ARCH model \| Volatilität \| Volatility \| Markov-Kette \| Markov chain \| Dynamische Wirtschaftstheorie \| Economic dynamics

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