Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation (Q5860951)
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scientific article; zbMATH DE number 7484484
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation |
scientific article; zbMATH DE number 7484484 |
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Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation (English)
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4 March 2022
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asset allocation
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multivariate GARCH
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spurious estimation
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structural breaks
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