دورية أكاديمية
Improving forecasts with the co-range dynamic conditional correlation model
العنوان: | Improving forecasts with the co-range dynamic conditional correlation model |
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المؤلفون: | Fiszeder, Piotr, Fałdziński, Marcin |
المصدر: | In Journal of Economic Dynamics and Control November 2019 108 |
قاعدة البيانات: | ScienceDirect |
تدمد: | 01651889 |
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DOI: | 10.1016/j.jedc.2019.103736 |