Multivariate GARCH models : a survey
Year of publication: |
2006
|
---|---|
Authors: | Bauwens, Luc ; Laurent, Sébastien ; Rombouts, Jeroen V. K. |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 21.2006, 1, p. 79-109
|
Subject: | ARCH-Modell | ARCH model | Multivariate Analyse | Multivariate analysis | Volatilität | Volatility | Theorie | Theory |
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