Predicting covariance matrices with financial conditions indexes
Anne Opschoor; Dick van Dijk; Michel van der Wel
| Year of publication: |
2013
|
|---|---|
| Authors: | Opschoor, Anne ; Dijk, Dick van ; Wel, Michel van der |
| Publisher: |
Rotterdam |
| Subject: | Bank holding companies | Dynamic correlations | Financial conditions indexes | Volatility modeling | Korrelation | Correlation | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Wirtschaftsindikator | Economic indicator | Bank | Schätzung | Estimation |
freely available
| Extent: | Online-Ressource (40 S.) graph. Darst. |
|---|---|
| Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.] : [Verlag nicht ermittelbar], ISSN 0929-0834, ZDB-ID 2435783-2. - Vol. 2013,113 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10419/87165 [Handle] |
| Classification: | G23 - Pension Funds; Other Private Financial Institutions ; E44 - Financial Markets and the Macroeconomy ; G17 - Financial Forecasting |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009784937