Consistent ranking of multivariate volatility models
Year of publication: |
2009
|
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Authors: | Laurent, Sébastien ; Rombouts, Jeroen V. K. ; Violante, Francesco |
Publisher: |
Louvain-la-Neuve : CORE |
Subject: | Volatilität | Volatility | Multivariate Analyse | Multivariate analysis | ARCH-Modell | ARCH model | Ranking-Verfahren | Ranking method | Theorie | Theory | Wechselkurs | Exchange rate | Deutschland | Germany | Schätzung | Estimation | Großbritannien | United Kingdom |
Extent: | 31 S. graph. Darst. |
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Series: | CORE discussion paper : DP. - Louvain-la-Neuve, ISSN 0771-3894, ZDB-ID 855154-6. - Vol. 2009,2 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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