Predicting volatility and correlations with Financial Conditions Indexes
Anne Opschoor; Dick van Dijk; Michel van der Wel
| Year of publication: |
2014
|
|---|---|
| Authors: | Opschoor, Anne ; Dijk, Dick van ; Wel, Michel van der |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 29.2014, p. 435-447
|
| Subject: | Dynamic correlations | Volatility modeling | Financial Conditions Indexes | Bank holding companies | Volatilität | Volatility | Korrelation | Correlation | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Wirtschaftsindikator | Economic indicator | Schätzung | Estimation | ARCH-Modell | ARCH model | Bank |
| 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/10011300449