Asymmetric conditional correlations in stock returns (Q312957): Difference between revisions
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| Property / author | |||
| Property / author: Hui Jiang / rank | |||
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| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62H25 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6625678 / rank | |||
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| Property / zbMATH Keywords | |||
conditional cross-correlation coefficient | |||
| Property / zbMATH Keywords: conditional cross-correlation coefficient / rank | |||
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kernel smoothing | |||
| Property / zbMATH Keywords: kernel smoothing / rank | |||
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reduced rank model | |||
| Property / zbMATH Keywords: reduced rank model / rank | |||
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semiparametric models | |||
| Property / zbMATH Keywords: semiparametric models / rank | |||
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Revision as of 00:22, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymmetric conditional correlations in stock returns |
scientific article |
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Asymmetric conditional correlations in stock returns (English)
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9 September 2016
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conditional cross-correlation coefficient
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kernel smoothing
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reduced rank model
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semiparametric models
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