مرکز منطقه ای اطلاع رساني علوم و فناوري - Dynamics of realized volatilities and correlations: An empirical study

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 :

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 :