The uncertainty of conditional returns, volatilities and correlations in DCC models (Q1659110)
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scientific article; zbMATH DE number 6918331
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The uncertainty of conditional returns, volatilities and correlations in DCC models |
scientific article; zbMATH DE number 6918331 |
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The uncertainty of conditional returns, volatilities and correlations in DCC models (English)
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15 August 2018
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bootstrap forecast intervals
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dynamic conditional correlation
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exchange rates
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forecast regions
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realized correlation
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resampling methods
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