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

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Revision as of 19:36, 19 March 2024

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Forecasting conditional correlations in stock, bond and foreign exchange markets
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    Forecasting conditional correlations in stock, bond and foreign exchange markets (English)
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    19 August 2009
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    conditional correlation
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    forecasting
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    rolling window
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    stock
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    bond
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    foreign exchange
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