Dynamic asset correlations based on vines
Year of publication: |
2019
|
---|---|
Authors: | Poignard, Benjamin ; Fermanian, Jean-David |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 35.2019, 1, p. 167-197
|
Subject: | Börsenkurs | Share price | Korrelation | Correlation | USA | United States | ARCH-Modell | ARCH model |
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