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~person:"Ahmed, Salman"
~subject:"Forecasting model"
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Ahmed, Salman
Gupta, Rangan
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Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
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Misspecification in an asymmetrically dependent world : implications for volatility forecasting
Ahmed, Salman
;
Srivastava, Nandini
;
Satchell, Stephen
- In:
Asymmetric dependence in finance : diversification, …
,
(pp. 75-109)
.
2018
Persistent link: https://www.econbiz.de/10011978489
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