Showing 241 - 250 of 304
Persistent link: https://www.econbiz.de/10003331373
Persistent link: https://www.econbiz.de/10003818564
We propose a new approach to model high and low frequency components of equity correlations. Our framework combines a factor asset pricing structure with other specifications capturing dynamic properties of volatilities and covariances between a single common factor and idiosyncratic returns....
Persistent link: https://www.econbiz.de/10003821063
Persistent link: https://www.econbiz.de/10003765831
Persistent link: https://www.econbiz.de/10014426292
Persistent link: https://www.econbiz.de/10009976547
Persistent link: https://www.econbiz.de/10009986266
Persistent link: https://www.econbiz.de/10007040359
Persistent link: https://www.econbiz.de/10006970949
Persistent link: https://www.econbiz.de/10006816233