Modeling Conditional Covariances With Economic Information Instruments

DOI10.1080/07350015.2013.859078MaRDI QIDQ6666961zbMATH OpenFDO

Authors Harry J. Turtle, Kainan Wang

Publication date 20 January 2025

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2013.859078

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)

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