On the characteristics of dynamic correlations between asset pairs

Michael Jacobs Jr.; Ahmet K. Karagozoglu

Year of publication:	2014
Authors:	Jacobs, Michael <Jr.> ; Karagozoglu, Ahmet K.
Published in:	Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 32.2014, p. 60-82
Subject:	Correlation forecasting \| Dynamic conditional correlation \| GARCH \| Risk management \| Hedging \| Korrelation \| Correlation \| ARCH-Modell \| ARCH model \| Risikomanagement \| Portfolio-Management \| Portfolio selection \| Prognoseverfahren \| Forecasting model \| Theorie \| Theory \| Kapitaleinkommen \| Capital income

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