A component model for dynamic correlations (Q128853)
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scientific article; zbMATH DE number 6616654
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A component model for dynamic correlations |
scientific article; zbMATH DE number 6616654 |
Statements
164
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1
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45-59
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September 2011
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12 August 2016
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A component model for dynamic correlations (English)
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dynamic correlations
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forecasting
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mixed data sampling
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0.7775986194610596
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0.7770581245422363
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0.7724589705467224
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0.772198498249054
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0.7702193260192871
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Riccardo Colacito
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Robert F. Engle
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Eric Ghysels
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