Fourth moment structure of multivariate GARCH models
Christian M. Hafner
| Year of publication: |
2003
|
|---|---|
| Authors: | Hafner, Christian M. |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 1.2003, 1, p. 26-54
|
| Subject: | ARCH-Modell | ARCH model | Multivariate Analyse | Multivariate analysis | Theorie | Theory | Varianzanalyse | Analysis of variance |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002220839