A Flexible Dynamic Correlation Model
Year of publication: |
2009
|
---|---|
Authors: | Baur, Dirk G. |
Publisher: |
[S.l.] : SSRN |
Subject: | Japan | Großbritannien | United Kingdom | Deutschland | Germany | Schätzung | Estimation | Frankreich | France | ARCH-Modell | ARCH model | Korrelation | Correlation |
Extent: | 1 Online-Ressource (36 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 2003 erstellt |
Other identifiers: | 10.2139/ssrn.377722 [DOI] |
Classification: | C32 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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