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Dynamic Conditional Correlations for Asymmetric Processes

Dynamic Conditional Correlations for Asymmetric Processes
Digital規格・テクニカルリポート類
Asai, Manabu, McAleer, Michael京都大学経済研究所2010-12KIER Discussion Paper747
Available onlineOther Libraries in Japan
  • Subject HeadingDynamic conditional correlations Matrix exponential model Wish...

VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds

VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds
Paper規格・テクニカルリポート類
Abdul, Hakim, McAleer, Michael日本経済国際共同センター2009-10Discussion paper series. CIRJE-FCIRJE-F-676
Other Libraries in Japan
  • Subject HeadingInterdependence dynamic conditional correlations spot futures stocks bonds VaR...

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