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Füss, Roland
Antonakakis, Nikolaos
20
Sensoy, Ahmet
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Kim, Hyeongwoo
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Scharler, Johann
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Are correlations constant? : empirical and theoretical results on popular correlation models in finance
Adams, Zeno
;
Füss, Roland
;
Glück, Thorsten
-
2017
-
This version: February 2017
Persistent link: https://www.econbiz.de/10011686765
Saved in:
2
Multivariate dynamic Copula models : parameter estimation and forecast evaluation
Aepli, Matthias Daniel
;
Frauendorfer, Karl
;
Füss, Roland
; …
-
2015
-
This version: June 2015
dynamic
conditional
correlation
model (DCC) to multivariate elliptical copulas. The most suitable dynamic dependence model in …
Persistent link: https://www.econbiz.de/10011344180
Saved in:
3
Are correlations constant? : empirical and theoretical results on popular correlation models in finance
Adams, Zeno
;
Füss, Roland
;
Glück, Thorsten
- In:
Journal of banking & finance
84
(
2017
),
pp. 9-24
Persistent link: https://www.econbiz.de/10011816833
Saved in:
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