Forecasting conditional correlations in stock, bond and foreign exchange markets (Q834304): Difference between revisions

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+https://doi.org/10.1016/j.matcom.2008.07.013
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+W2090673810
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@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Forecasting conditional correlations in stock, bond and foreign exchange markets
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+ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL
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