Forecasting conditional correlations in stock, bond and foreign exchange markets (Q834304)
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scientific article; zbMATH DE number 5596882
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting conditional correlations in stock, bond and foreign exchange markets |
scientific article; zbMATH DE number 5596882 |
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Forecasting conditional correlations in stock, bond and foreign exchange markets (English)
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19 August 2009
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conditional correlation
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forecasting
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rolling window
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stock
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bond
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foreign exchange
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