The uncertainty of conditional returns, volatilities and correlations in DCC models
type: Item
instance of: scholarly article
title: The uncertainty of conditional returns, volatilities and correlations in DCC models
zbMATH Open document ID: 1466.62070
author: Diego E. Fresoli
author: Esther Ruiz
published in: Computational Statistics and Data Analysis
publication date: 2018-08-15T00:00:00Z
full work available at URL: http://hdl.handle.net/10016/18437
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6918331
zbMATH Keywords: bootstrap forecast intervals
zbMATH Keywords: dynamic conditional correlation
zbMATH Keywords: exchange rates
zbMATH Keywords: forecast regions
zbMATH Keywords: realized correlation
zbMATH Keywords: resampling methods
describes a project that uses: JMulTi
describes a project that uses: EMD
describes a project that uses: MFE toolbox
MaRDI profile type: Publication
OpenAlex ID: W2051027577
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DOI: 10.1016/J.CSDA.2015.03.017
description: scientific article; zbMATH DE number 6918331