Analyse von Finanzmarktdaten mittels multivariater GARCH-Modelle - Spill-Over-Effekte von Volatilitäten : EURO-Wechselkurs und Finanzmärkte in Europa
Alternative title: | Multivariate GARCH-models and their application to financial markets - spill-over-effects of volatilities : the Euro and financial markets in Europe |
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Year of publication: |
2003
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Authors: | Flad, Michael |
Publisher: |
Universität Tübingen / 04 Wirtschaftswissenschaftliche Fakultät. Bereich 04 Wirtschaftswissenschaftliche Fakultät (ohne Institutszuordnung) |
Subject: | Kapitalmarktforschung | Multivariate GARCH-Modelle | Volatilitäts-Spill-Over | Bivariate MGARCH-Schätzung | Financial Markets | Multivariate GARCH-models | Volatility-Spill-Over | Bivariate GARCH-Estimation |
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