Dynamic asset correlations based on vines (Q4629569)
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scientific article; zbMATH DE number 7043632
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dynamic asset correlations based on vines |
scientific article; zbMATH DE number 7043632 |
Statements
DYNAMIC ASSET CORRELATIONS BASED ON VINES (English)
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27 March 2019
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asset correlations
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multivariate GARCH processes
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quasi-maximum likelihood
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0.8056061863899231
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0.7982674837112427
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0.7935909032821655
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0.7931691408157349
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0.7899757027626038
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