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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometric Institute research papers"
~person:"Caporin, Massimiliano"
~person:"Hallin, Marc"
~subject:"Schätztheorie"
~subject:"Volatilität"
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Newbold, Paul
Caporin, Massimiliano
Hallin, Marc
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Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
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2010
Persistent link: https://www.econbiz.de/10003987667
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