//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Society for Computational Economics - SCE"
~institution:"Tinbergen Institute"
~institution:"Tinbergen Instituut"
~subject:"Financial Econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"multivariate GARCH"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Financial Econometrics
multivariate GARCH
6
Dynamic correlation
2
Exchange rates
2
Maximum Likelihood
2
Multivariate GARCH
2
Multivariate GARCH models
2
Non-Linear Least-Squares
2
dynamic conditional correlation
2
hedge ratio
2
stochastic volatility
2
structural breaks
2
BEKK
1
DCC
1
GO-GARCH
1
Multivariate Student density
1
Multivariate skewness
1
Three Step Estimation
1
Value-at-Risk
1
asset allocation
1
semi-parametric estimation
1
more ...
less ...
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Bauwens, L.
1
Laurent, S.
1
Peters, J.P.
1
Rombouts, J.
1
Institution
All
Society for Computational Economics - SCE
Tinbergen Institute
Tinbergen Instituut
Published in...
All
Computing in Economics and Finance 2002
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate
GARCH
models and their Estimation
Bauwens, L.
;
Laurent, S.
;
Peters, J.P.
;
Rombouts, J.
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005345454
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->