Modeling Conditional Covariances With Economic Information Instruments

Article (Web of Science)

• cited authors: Turtle, H. J.; Wang, Kainan
• authors: Wang, Kainan
• publication date: April 1, 2014
• webpage: Web of Science
• published in: JOURNAL OF BUSINESS & ECONOMIC STATISTICS Journal

author keyword

• Covariance decomposition
• Own information variables

• category: STATISTICS & PROBABILITY Category
• start page: 217
• end page: 236
• volume: 32
• issue: 2