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~person:"Engle, Robert F."
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Dynamic conditional correlations
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global markets
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high and low frequency variation
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non-synchronicity
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Engle, Robert F.
Rangel, José Gonzalo
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Engle, Robert
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Banco de México
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High and Low Frequency Correlations in Global Equity Markets
Engle, Robert F.
;
Rangel, José Gonzalo
-
Banco de México
-
2009
This study models
high
and
low
frequency
variation
in global equity correlations using a comprehensive sample of 43 …
Persistent link: https://www.econbiz.de/10008457951
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