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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"GRIPS discussion papers"
~isPartOf:"Research paper series / Swiss Finance Institute"
~person:"Doucet, Arnaud"
~subject:"Aggregation"
~subject:"Bootstrap-Verfahren"
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Doucet, Arnaud
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ECONIS (ZBW)
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Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
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2
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
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