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~isPartOf:"Working paper"
~person:"Caporin, Massimiliano"
~person:"Lund, Jesper"
~subject:"Theorie"
~subject:"Welt"
~type:"book"
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Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
2
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760500
Saved in:
3
Revisiting the shape of the yield curve : the effect of interest rate volatility
Christiansen, Charlotte
;
Lund, Jesper
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2002
Persistent link: https://www.econbiz.de/10001683214
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