Forecasting Risk Measures Based on Structural Breaks in the Correlation Matrix von Fang Duan | ISBN 9783969731062

Forecasting Risk Measures Based on Structural Breaks in the Correlation Matrix

von Fang Duan
Buchcover Forecasting Risk Measures Based on Structural Breaks in the Correlation Matrix | Fang Duan | EAN 9783969731062 | ISBN 3-96973-106-2 | ISBN 978-3-96973-106-2

Forecasting Risk Measures Based on Structural Breaks in the Correlation Matrix

von Fang Duan
https://www. rwi-essen. de/fileadmin/user_upload/RWI/Publikationen/Ruhr_Economic_Papers/rep_22_945. pdf