Semi-Parametric Modelling of Correlation Dynamics
Year of publication: |
[2005]
|
---|---|
Authors: | Hafner, Christian |
Other Persons: | van Dijk, Dick J. C. (contributor) ; Franses, Philip Hans (contributor) |
Publisher: |
[2005]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (47 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 2005 erstellt |
Other identifiers: | 10.2139/ssrn.808764 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C32 - Time-Series Models ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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