Forecasting conditional correlations in stock, bond and foreign exchange markets (Q834304)
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scientific article; zbMATH DE number 5596882
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| English | Forecasting conditional correlations in stock, bond and foreign exchange markets |
scientific article; zbMATH DE number 5596882 |
Statements
Forecasting conditional correlations in stock, bond and foreign exchange markets (English)
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19 August 2009
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conditional correlation
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forecasting
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rolling window
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stock
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bond
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foreign exchange
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0.7459959387779236
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0.7344332933425903
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0.7316824197769165
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0.7304728031158447
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0.7292989492416382
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