Sfoglia per Autore "Cesale, Giancarlo"
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A novel approach to forecasting from non scalar DCC models
Cesale, Giancarlo (Universita degli studi di Salerno, 2016-03-17)Estimating and predicting joint second-order moments of asset portfolios is of huge impor- tance in many practical applications and, hence, modeling volatility has become a crucial issue in financial econometrics. In ...