The persistence and asymmetry of time-varying correlations

Dirk Baur

Year of publication:	2005
Other Persons:	Baur, Dirk G. (contributor)
Publisher:	Tübingen : Universität Tübingen
Subject:	ARCH-Modell \| ARCH model \| Welt \| World \| Theorie \| Theory \| Multivariate Analyse \| Multivariate analysis \| Schätzung \| Estimation \| Korrelation \| Correlation \| Deutschland \| Germany \| Preiskonvergenz \| Price convergence \| Aktienindex \| Stock index \| GARCH-Prozess

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