A generalized dynamic conditional correlation model for portfolio risk evaluation (Q1025339)
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scientific article; zbMATH DE number 5566450
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized dynamic conditional correlation model for portfolio risk evaluation |
scientific article; zbMATH DE number 5566450 |
Statements
A generalized dynamic conditional correlation model for portfolio risk evaluation (English)
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18 June 2009
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dynamic correlations
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block structures
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flexible correlation models
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