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~institution:"Instituto Valenciano de Investigaciones Económicas"
~subject:"Exchange rate"
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Instituto Valenciano de Investigaciones Económicas
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Autoregressive conditional volatility, skewness and kurtosis
León Valle, Ángel Manuel
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contributor
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2004
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[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201270
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Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence
Ñíguez, Trino-Manuel
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contributor
); …
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2003
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1. ed. [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115948
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