Haas, Markus
(2010):
Covariance forecasts and long-run correlations in a Markov-switching model for dynamic correlations.
In: Finance Research Letters, Vol. 7, No. 2: pp. 86-97
| Item Type: | Journal article |
|---|---|
| Faculties: | Mathematics, Computer Science and Statistics > Statistics Mathematics, Computer Science and Statistics > Statistics > Chairs/Working Groups > Chair of Financial Econometrics |
| Subjects: | 500 Science > 510 Mathematics |
| Language: | English |
| Item ID: | 31200 |
| Date Deposited: | 19. Dec 2016, 14:05 |
| Last Modified: | 05. Jan 2017, 15:35 |
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