Correlated ARCH (CorrARCH): modelling the time-varying conditional correlation between financial asset returns
type: Item
instance of: scholarly article
title: Correlated ARCH (CorrARCH): modelling the time-varying conditional correlation between financial asset returns
zbMATH Open document ID: 1159.91461
DOI: 10.1016/S0377-2217(01)00361-7
author: R. Smith
published in: European Journal of Operational Research
publication date: 2002-07-03T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 1762728
MaRDI profile type: Publication
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full work available at URL: s0377-2217(01)00361-7
OpenAlex ID: W2011333818
description: scientific article; zbMATH DE number 1762728