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Conditional correlation in asset return and GARCH intensity model - MaRDI portal

Conditional correlation in asset return and GARCH intensity model (Q1621670)

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Conditional correlation in asset return and GARCH intensity model
scientific article

    Statements

    title
    Conditional correlation in asset return and GARCH intensity model (English)
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    author
    Geon Ho Choe
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    Kyungsub Lee
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    publication date
    9 November 2018
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62M10
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    91B84
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    zbMATH DE Number
    6975996
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    OpenAlex ID
    W3098106777
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    arXiv ID
    1311.4977
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    Wikidata QID
    Q58941506
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