Showing 1 - 10 of 13
Persistent link: https://www.econbiz.de/10011695729
Persistent link: https://www.econbiz.de/10008901650
Persistent link: https://www.econbiz.de/10008653775
Persistent link: https://www.econbiz.de/10009305698
Persistent link: https://www.econbiz.de/10004998566
Persistent link: https://www.econbiz.de/10009578563
Multivariate Volatility Models belong to the class of nonlinear models for financial data. Here we want to focus on multivariate GARCH models. These models assume that the variance of the innovation distribution follows a time dependent process conditional on information which is generated by...
Persistent link: https://www.econbiz.de/10009615423
Persistent link: https://www.econbiz.de/10001388900
Persistent link: https://www.econbiz.de/10011695938
Persistent link: https://www.econbiz.de/10008506807