An economic evaluation of stock-bond return comovements with copula-based GARCH models

Quantitative Finance

Volumn 14, Issue 7, 2014, Pages 1283-1296

  Wu, Chih Chiang ^a   Lin, Zih Ying ^a  

^a YUAN ZE UNIVERSITY   (Taiwan)

Author keywords

Applied econometrics; Asset allocation; Correlation structures; Dynamic models; Econometrics of financial markets

Indexed keywords

EID: 84902587408     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697688.2012.727213     Document Type: Article

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