Dynamic Correlation Modeling and Spread Forecasting in Structured Finance
Article
Löhr, Sebastian, Mursajew, Olga, Rösch, Daniel and Scheule, Harald (2013) Dynamic Correlation Modeling and Spread Forecasting in Structured Finance. Journal of Futures Markets 33 (11), pp. 994-1023.Involved Institutions
Details
| Item type | Article |
| Journal or Publication Title | Journal of Futures Markets |
| Publisher | John Wiley & Sons |
| Volume | 33 |
| Number of Issue or Book Chapter | 11 |
| Page Range | pp. 994-1023 |
| Date | 2013 |
| Date of publication | 18 Jun 2013 09:11 |
| Institutions | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Statistik und Risikomanagement (Prof. Dr. Rösch) |
| Dewey Decimal Classification | 300 Social sciences > 330 Economics |
| Status | Published |
| Refereed | Yes, this version has been refereed |
| Created at the University of Regensburg | No |
| Item ID | 28305 |
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