A multivariate skew-garch model
Giovanni de Luca; Marc G. Genton; Nicola Loperfido
| Year of publication: |
2006
|
|---|---|
| Authors: | Luca, Giovanni de ; Genton, Marc G. ; Loperfido, Nicola |
| Published in: |
Econometric analysis of financial and economic time series ; part a ; 20. - Amsterdam [u.a.] : Elsevier JAI, ISBN 0-7623-1274-2. - 2006, p. 33-57
|
| Subject: | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Theorie | Theory | Niederlande | Netherlands | Schweiz | Switzerland | Italien | Italy | 1995-2003 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003331366