Title of article
Dynamics of realized volatilities and correlations: An empirical study
Author/Authors
Rene Ferland، نويسنده , , Simon Lalancette، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
22
From page
2109
To page
2130
Keywords
ARMA , Neural networks , GARCH-BEKK , Spread option , Marked-point process
Journal title
Journal of Banking and Finance
Serial Year
2006
Journal title
Journal of Banking and Finance
Record number
193905
Link To Document