Nonparametric correlation models for portfolio allocation
Nektarios Aslanidis; Isabel Casas
| Year of publication: |
2013
|
|---|---|
| Authors: | Aslanidis, Nektarios ; Casas, Isabel |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 7, p. 2268-2283
|
| Subject: | Semiparametric conditional | Correlation model | Nonparametric correlations | DCC | Local linear estimator | Portfolio evaluation | Carry trade | Korrelation | Correlation | Nichtparametrisches Verfahren | Nonparametric statistics | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Schätzung | Estimation | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009760686