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Search: subject:"Dynamic dependencies"
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ECONIS (ZBW)
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Conditional dependence structure in the precious metals futures market
Just, Małgorzata
;
Łuczak, Aleksandra
;
Kozera, Agnieszka
- In:
International journal of economic sciences : IJES
8
(
2019
)
1
,
pp. 81-93
Persistent link: https://www.econbiz.de/10012033275
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2
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
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3
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
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