Regime switches in volatility and correlation of financial institutions Kris Boudt, Jon Danielsson, Siem Jan Koopman and Andre Lucas R Finance May 17, 2013 - Andre Lucas - Document - PDFSEARCH.IO

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	Regime switches in volatility and correlation of financial institutions Kris Boudt, Jon Danielsson, Siem Jan Koopman and Andre Lucas R/Finance May 17, 2013 Add to Reading List Document Date: 2013-05-17 16:13:12 Open Document File Size: 874,18 KB Share Result on Facebook Country United States / / Event Man-Made Disaster / / Person Andre Lucas / Jan Koopman / Jon Danielsson / Kris Boudt / / Position driver / Model / / SocialTag Finance Volatility VIX Autoregressive conditional heteroskedasticity Mathematical finance Statistics Financial economics

Regime switches in volatility and correlation of financial institutions Kris Boudt, Jon Danielsson, Siem Jan Koopman and Andre Lucas R/Finance May 17, 2013Add to Reading List