Projects funded by the NCN
Multivariate volatility models - the application of low and high prices
2016/21/B/HS4/00662
Keywords:
multivariate volatility models model DCC low and high prices covariance forecasting portfolio of assets
Descriptors:
- HS4_3: Econometrics, statistical methods
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Uniwersytet Mikołaja Kopernika, Wydział Nauk Ekonomicznych i Zarządzania
woj. kujawsko-pomorskie
Principal investigator (from the host institution):
Number of co-investigators in the project: 6
Call: OPUS 11 - announced on 2016-03-15
Amount awarded: 184 000 PLN
Project start date (Y-m-d): 2017-02-06
Project end date (Y-m-d): 2022-02-05
Project duration:: 60 months (the same as in the proposal)
Project status: Project settled
Project description
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