Asymmetric conditional correlations in stock returns (Q312957)
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scientific article; zbMATH DE number 6625678
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| English | Asymmetric conditional correlations in stock returns |
scientific article; zbMATH DE number 6625678 |
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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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0.8862241
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0.8851176
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0.88399947
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0.86585253
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0.8615147
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