Correlation dynamics and international diversification benefits
Peter Christoffersen; Vihang Errunza; Kris Jacobs; Xisong Jin
| Year of publication: |
2014
|
|---|---|
| Authors: | Christoffersen, Peter F. ; Errunza, Vihang R. ; Jacobs, Kris ; Jin, Xisong |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 30.2014, 3, p. 807-824
|
| Subject: | Asset pricing | Asset allocation | Dynamic conditional correlation (DCC) | Dynamic equicorrelation (DECO) | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Theorie | Theory | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model |
| 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/10010516049