A generalized dynamic conditional correlation model for portfolio risk evaluation (Q1025339): Difference between revisions
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| Property / OpenAlex ID: W2045289069 / rank | |||
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Latest revision as of 17:06, 1 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized dynamic conditional correlation model for portfolio risk evaluation |
scientific article |
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A generalized dynamic conditional correlation model for portfolio risk evaluation (English)
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18 June 2009
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dynamic correlations
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block structures
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flexible correlation models
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