Modeling conditional covariances with economic information instruments
Year of publication: |
2014
|
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Authors: | Turtle, Harry J. ; Wang, Kainan |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 32.2014, 2, p. 217-236
|
Subject: | Covariance decomposition | Own information variables | Theorie | Theory | Korrelation | Correlation | Dekompositionsverfahren | Decomposition method |
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