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  • Search: subject:"Dynamic conditional modeling"
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ARCH model 1 ARCH-Modell 1 Capital income 1 Correlation 1 Dynamic conditional modeling 1 Forecasting model 1 Kapitaleinkommen 1 Korrelation 1 Portfolio allocation 1 Portfolio selection 1 Portfolio weights modeling 1 Portfolio-Management 1 Prognoseverfahren 1 Realized correlations 1 Realized volatility 1 Theorie 1 Theory 1 Volatility 1 Volatilität 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Cipollini, Fabrizio 1 Gallo, Giampiero M. 1 Palandri, Alessandro 1
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International journal of forecasting 1
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ECONIS (ZBW) 1
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A dynamic conditional approach to forecasting portfolio weights
Cipollini, Fabrizio; Gallo, Giampiero M.; Palandri, … - In: International journal of forecasting 37 (2021) 3, pp. 1111-1126
Persistent link: https://www.econbiz.de/10012794818
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