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

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