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A generalized dynamic conditional correlation model : simulation and application to many assets
Hafner, Christian M.; Franses, Philip Hans - In: Econometric reviews 28 (2009) 6, pp. 612-631
Persistent link: https://www.econbiz.de/10003881196
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The stock exchange of Suriname: returns, volatility, correlations and efficiency
Bodeutsch, Denice; Franses, Philip Hans - 2012
Persistent link: https://www.econbiz.de/10010354451
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The stock exchange of Suriname: returns, volatility, correlations and weak-form efficiency
Bodeutsch, Denice; Franses, Philip Hans - 2014
Persistent link: https://www.econbiz.de/10010359786
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A generalized dynamic conditional correlation model for many asset returns
Hafner, Christian M. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783910