Forecasting correlations during the late-2000s financial crisis: the short-run component, the long-run component, and structural breaks (Q1623507): Difference between revisions
From MaRDI portal
Latest revision as of 11:16, 17 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting correlations during the late-2000s financial crisis: the short-run component, the long-run component, and structural breaks |
scientific article |
Statements
Forecasting correlations during the late-2000s financial crisis: the short-run component, the long-run component, and structural breaks (English)
0 references
23 November 2018
0 references
correlation forecasting
0 references
component models
0 references
threshold regime-switching models
0 references
mixed data sampling
0 references
performance evaluation
0 references
0 references
0 references
0 references
