A Multivariate GARCH Model with Time-Varying Correlations
Year of publication: |
2018
|
---|---|
Authors: | Tse, Y.K. |
Other Persons: | Tsui, Albert K.C. (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | ARCH-Modell | ARCH model | Korrelation | Correlation | Volatilität | Volatility | Schätztheorie | Estimation theory | Wechselkurs | Exchange rate |
Extent: | 1 Online-Ressource (34 p) |
---|---|
Series: | Mathematics Preprint Archive ; Vol. 2001, Issue 6, pp 1184-1217 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 2001 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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