Covariance forecasts and long-run correlations in a Markov-switching model for dynamic correlations
Year of publication: |
2010
|
---|---|
Authors: | Haas, Markus |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 7.2010, 2, p. 86-97
|
Subject: | Korrelation | Correlation | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Volatilität | Volatility |
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