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subject:"Volatilität"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Caporin, Massimiliano"
~subject:"Schätztheorie"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Caporin, Massimiliano
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
International review of economics & finance : IREF
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Journal of risk and financial management : JRFM
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Volatility threshold dynamic conditional correlations : an international analysis
Kasch-Haroutounian, Maria
;
Caporin, Massimiliano
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
4
,
pp. 706-742
Persistent link: https://www.econbiz.de/10010233862
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