An economic evaluation of stock–bond return comovements with copula-based GARCH models (Q5245467)
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scientific article; zbMATH DE number 6423510
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An economic evaluation of stock–bond return comovements with copula-based GARCH models |
scientific article; zbMATH DE number 6423510 |
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An economic evaluation of stock–bond return comovements with copula-based GARCH models (English)
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8 April 2015
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applied econometrics
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econometrics of financial markets
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asset allocation
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correlation structures
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dynamic models
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