Correlated ARCH (CorrARCH): modelling the time-varying conditional correlation between financial asset returns (Q1604080): Difference between revisions
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Latest revision as of 10:31, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Correlated ARCH (CorrARCH): modelling the time-varying conditional correlation between financial asset returns |
scientific article |
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Correlated ARCH (CorrARCH): modelling the time-varying conditional correlation between financial asset returns (English)
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3 July 2002
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