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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Research paper / Federal Reserve Bank of New York"
~person:"Asai, Manabu"
~person:"Diebold, Francis X."
~subject:"Multivariate stochastic volatility"
~subject:"Schätztheorie"
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Volatility
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Multivariate stochastic volatility
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Asai, Manabu
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Modeling volatility dynamics
Diebold, Francis X.
;
Lopez, Jose A.
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1995
Persistent link: https://www.econbiz.de/10000587223
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Modeling volatility dynamics
Diebold, Francis X.
;
López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000945662
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