Title of article
Correlated ARCH (CorrARCH): Modelling the time-varying conditional correlation between financial asset returns
Author/Authors
George A. Christodoulakis، نويسنده , , Stephen E. Satchell، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
20
From page
351
To page
370
Keywords
CorrARCH , CorGARCH , Correlation , Common shocks , Volatility , ARCH
Journal title
European Journal of Operational Research
Serial Year
2002
Journal title
European Journal of Operational Research
Record number
214096
Link To Document