Time-Varying Window Length for Correlation Forecasts
Year of publication: |
[2020]
|
---|---|
Authors: | Jeon, Yoontae ; McCurdy, Thomas H. |
Publisher: |
[S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Korrelation | Correlation |
Extent: | 1 Online-Ressource (29 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Econometrics 2017, 5, 54 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 24, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2734216 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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