Nonlinearities and regimes in conditional correlations with different dynamics (Q2190236)
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scientific article; zbMATH DE number 7213060
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| English | Nonlinearities and regimes in conditional correlations with different dynamics |
scientific article; zbMATH DE number 7213060 |
Statements
Nonlinearities and regimes in conditional correlations with different dynamics (English)
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18 June 2020
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dynamic conditional correlations
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regime-switching dynamic correlations
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Hadamard exponential matrix
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0.8350405693054199
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0.8191593885421753
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0.8006038665771484
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0.7960711717605591
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0.7928417325019836
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