Dynamic Conditional Correlation

Crisafi, Maria Alessandra (A.A. 2009/2010) Dynamic Conditional Correlation. Tesi di Laurea in Serie storiche e modelli di previsione finanziaria, LUISS Guido Carli, relatore Tommaso Proietti, pp. 94. [Master's Degree Thesis]

Full text for this thesis not available from the repository.


Univariate Models of Conditional Heteroskedasticity. Multivariate GARCH models. Sequential Conditional Correlations and ACC. Contagion versus Interdependence.


Bibliografia: pp. 72-75.

Thesis Type: Master's Degree Thesis
Institution: LUISS Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (64/S)
Chair: Serie storiche e modelli di previsione finanziaria
Thesis Supervisor: Proietti, Tommaso
Thesis Co-Supervisor: Cubadda, Gianluca
Academic Year: 2009/2010
Session: Autumn
Deposited by: Maria Teresa Nisticò
Date Deposited: 03 May 2011 16:32
Last Modified: 19 May 2015 22:43
URI: https://tesi.luiss.it/id/eprint/3810


Downloads per month over past year

Repository Staff Only

View Item View Item