The uncertainty of conditional returns, volatilities and correlations in DCC models
Year of publication: |
2014-02
|
---|---|
Authors: | Fresoli, Diego ; Ruiz, Esther |
Institutions: | Departamento de Estadistica, Universidad Carlos III de Madrid |
Subject: | Bootstrap forecast intervals | Forecast regions | Dynamic Conditional Correlation | Exchange rates | Realized correlation | Resampling methods |
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