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person:"Kapetanios, George"
~isPartOf:"Journal of financial econometrics"
~person:"Koopman, Siem Jan"
~person:"Maravall Herrero, Agustín"
~subject:"Stochastischer Prozess"
~subject:"Volatility"
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Stochastischer Prozess
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Kapetanios, George
Koopman, Siem Jan
Maravall Herrero, Agustín
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Journal of financial econometrics
Discussion paper / Tinbergen Institute
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Econometric analysis of financial and economic time series ; part a
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Tinbergen Institute Discussion Paper 11-175/5/DSF28
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Tinbergen Institute Discussion Paper 14-118/III
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Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
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