The uncertainty of conditional returns, volatilities and correlations in DCC models (Q1659110)
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scientific article; zbMATH DE number 6918331
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| English | The uncertainty of conditional returns, volatilities and correlations in DCC models |
scientific article; zbMATH DE number 6918331 |
Statements
The uncertainty of conditional returns, volatilities and correlations in DCC models (English)
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15 August 2018
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bootstrap forecast intervals
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dynamic conditional correlation
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exchange rates
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forecast regions
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realized correlation
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resampling methods
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0.7859117984771729
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0.7726941108703613
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0.7695868015289307
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0.7608734369277954
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0.7579889297485352
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