Semiparametric multivariate volatility models
Christian M. Hafner ...
| Year of publication: |
2004 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Hafner, Christian M. (contributor) ; Rombouts, Jeroen V. K. (contributor) |
| Institutions: | Econometrisch Instituut <Rotterdam> (contributor) |
| Publisher: |
Rotterdam : Econometric Institute |
| Subject: | ARCH-Modell | ARCH model | Multivariate Analyse | Multivariate analysis |
| Extent: | Online-Ressource, 35 p. = 305 Kb, text ill |
|---|---|
| Series: | Econometric Institute research papers. - Rotterdam : [Verlag nicht ermittelbar], ZDB-ID 2169625-1. - Vol. 2004-21 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Other identifiers: | hdl:1765/1286 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002056036