Modelling the dynamics of conditional dependency between financial series
Year of publication: |
2006
|
---|---|
Authors: | Jondeau, Eric ; Rockinger, Michael |
Published in: |
Multi-moment asset allocation and pricing models. - Chichester : Wiley, ISBN 0-470-03415-7. - 2006, p. 195-221
|
Subject: | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis | USA | United States | Theorie | Theory | ARCH-Modell | ARCH model |
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