VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds

A Hakim, Michael McAleer

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
Number of pages26
EditionEI report serie EI 2009-32
Publication statusPublished - 2009

Publication series

SeriesEI report serie
VolumeEI 2009-32

Cite this