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~isPartOf:"Econometric reviews"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Trede, Mark"
~subject:"Multivariate distribution"
~subject:"Theorie"
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The European journal of finance
The journal of finance : the journal of the American Finance Association
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Forecasting market risk of portfolios: copula-Markov switching multifractal approach
Segnon, Mawuli
;
Trede, Mark
- In:
The European journal of finance
24
(
2018
)
14
,
pp. 1123-1143
Persistent link: https://www.econbiz.de/10012258877
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Bayesian semiparametric multivariate stochastic
volatility
with application
Zaharieva, Martina Danielova
;
Trede, Mark
;
Wilfling, Bernd
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 947-970
Persistent link: https://www.econbiz.de/10012295590
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