Dynamic Principal Components : A New Class of Multivariate GARCH Models
Year of publication: |
2015
|
---|---|
Authors: | Aielli, Gian Piero |
Other Persons: | Caporin, Massimiliano (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | ARCH-Modell | ARCH model | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (84 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 3, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2559758 [DOI] |
Classification: | C32 - Time-Series Models ; c58 ; C13 - Estimation ; G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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