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~isPartOf:"Journal of financial econometrics"
~isPartOf:"Journal of risk"
~subject:"Estimation"
~subject:"Theorie"
~subject:"Welt"
~type:"article"
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Search: subject_exact:"ARCH-Modell"
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Modeling overnight and daytime returns using a multivariate generalized autoregressive conditional heteroskedasticity copula model
Kang, Long
;
Babbs, Simon H.
- In:
Journal of risk
14
(
2011/12
)
4
,
pp. 35-63
Persistent link: https://www.econbiz.de/10009571597
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