Showing 1 - 10 of 8,849
Persistent link: https://www.econbiz.de/10012803932
Oil is perceived as a good diversification tool for stock markets. To fully understand this potential, we propose a new empirical methodology that combines generalized autoregressive score copula functions with high frequency data and allows us to capture and forecast the conditional...
Persistent link: https://www.econbiz.de/10010499593
conditional correlation (CCC), dynamic conditional correlation (DCC), factor, asymmetric DCC and BEKK. Our simulations show that …
Persistent link: https://www.econbiz.de/10012945121
Persistent link: https://www.econbiz.de/10001604126
Persistent link: https://www.econbiz.de/10001527091
Persistent link: https://www.econbiz.de/10013423147
Persistent link: https://www.econbiz.de/10012038042
Persistent link: https://www.econbiz.de/10011890036
Persistent link: https://www.econbiz.de/10002135549
Persistent link: https://www.econbiz.de/10001372723