Pages that link to "Item:Q2241515"
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The following pages link to Modelling joint behaviour of asset prices using stochastic correlation (Q2241515):
Displaying 6 items.
- Estimating asset correlations from stock prices or default rates -- which method is superior? (Q609846) (← links)
- Comparison of stochastic correlation models (Q2314458) (← links)
- Multivariate asset price dynamics with stochastic covariation (Q2994859) (← links)
- (Q3161918) (← links)
- A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets (Q3182774) (← links)
- Capturing the Correlations of Fixed-income Instruments (Q4834336) (← links)