Forecasting Realized Correlations : A MIDAS Approach
Year of publication: |
2019
|
---|---|
Authors: | Kostrov, Alexander |
Other Persons: | Tetereva, Anastasija (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Korrelation | Correlation | Prognoseverfahren | Forecasting model | Prognose | Forecast | Theorie | Theory |
Extent: | 1 Online-Ressource (33 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 4, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3346492 [DOI] |
Classification: | C53 - Forecasting and Other Model Applications ; c58 ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
-
On the economic determinants of optimal stock-bond portfolios : international evidence
Conrad, Christian, (2017)
-
Covariance Forecasting in Equity Markets
Symitsi, Efthymia, (2018)
-
Forecasting Covariance for Optimal Carry Trade Portfolio Allocations
Ames, Matthew, (2016)
- More ...
-
Sentiment spillover effects for US and European companies
Audrino, Francesco, (2019)
-
Essays on multivariate modelling of financial markets using copula and sentiment networks
Tetereva, Anastasija, (2018)
-
Tetereva, Anastasija, (2018)
- More ...