Multivariate Wishart stochastic volatility models
Year of publication: |
2010
|
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Authors: | Gribisch, Bastian ; Liesenfeld, Roman |
Published in: | |
Publisher: |
Kiel : ZBW |
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Multivariate Analyse | Multivariate analysis |
Extent: | Online-Ressource (40 S., 1,19 MB) graph. Darst. |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/37511 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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