Showing 1 - 10 of 49,957
Persistent link: https://www.econbiz.de/10014423712
Persistent link: https://www.econbiz.de/10012308379
Persistent link: https://www.econbiz.de/10011657223
Persistent link: https://www.econbiz.de/10014485327
Persistent link: https://www.econbiz.de/10012504722
combination of DCC (Dynamic Conditional Correlation - a well-known Multivariate GARCH model) - with NL (Non-Linear shrinkage, a … substantial upgrade upon linear shrinkage technology); although 130/30 DCC-NL comes a close second. This is true both in the "pure …
Persistent link: https://www.econbiz.de/10012030060
Persistent link: https://www.econbiz.de/10000978436
Persistent link: https://www.econbiz.de/10001355222
Persistent link: https://www.econbiz.de/10011304170
Persistent link: https://www.econbiz.de/10010533050