A study on modeling the dynamics of statistically dependent returns (Q1782797)
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scientific article; zbMATH DE number 6939935
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A study on modeling the dynamics of statistically dependent returns |
scientific article; zbMATH DE number 6939935 |
Statements
A study on modeling the dynamics of statistically dependent returns (English)
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20 September 2018
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scenario set
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heteroskedastic time series
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serial correlation
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statistical dependence
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multi-period portfolio
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0.7301943302154541
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0.7240772843360901
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0.7238378524780273
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0.7181652188301086
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0.7105349898338318
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