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Extreme Unconditional Dependence Vs. Multivariate GARCH Effect in the Analysis of Dependence Between High Losses on Polish and German Stock Indexes.

Pawel Rokita
Published in: GfKl (2008)
Keyphrases
  • wide range
  • genetic algorithm
  • statistical analysis
  • data sets
  • neural network
  • image analysis
  • long term
  • statistical tests