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  • Search: subject:"Bayesian dynamic conditional correlation"
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Bayesian DCC 1 Bayesian dynamic conditional correlation 1 correlation 1 density forecasting 1 oil price 1 stock price 1
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Free 1
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Book / Working Paper 1
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Working Paper 1
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English 1
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Lombardi, Marco J. 1 Ravazzolo, Francesco 1
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EconStor 1
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Oil Price Density Forecasts: Exploring the Linkages with Stock Markets
Lombardi, Marco J.; Ravazzolo, Francesco - 2012
for asset allocation. We develop a time-varying Bayesian Dynamic Conditional Correlation model for volatilities and …
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