Multistep Predictions for Multivariate GARCH Models : Closed Form Solution and the Value for Portfolio Management
Year of publication: |
[2005]
|
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Authors: | Schmidheiny, Kurt |
Other Persons: | Wagner, Martin (contributor) ; Hlouskova, Jaroslava (contributor) |
Publisher: |
[2005]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (25 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 2004 erstellt |
Other identifiers: | 10.2139/ssrn.646184 [DOI] |
Classification: | C32 - Time-Series Models ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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