The persistency of correlation between currency futures : a macro perspective
Yao Zheng, Eric Osmer & Jiashun Liu
| Year of publication: |
2014
|
|---|---|
| Authors: | Zheng, Yao ; Osmer, Eric ; Liu, Jiashun |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 6.2014, 5, p. 17-25
|
| Subject: | DCC model | conditional correlation | currency futures | macroeconomic | GARCH | Währungsderivat | Currency derivative | Korrelation | Correlation | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Volatilität | Volatility |
| 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/10010363601