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Statistik für Wirtschaftswissenschaftler : eine realdatenbasierte Einführung mit SPSS ; [Bachelor geeignet!]
Eckstein, Peter P. - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003646673
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Asymmetry and leverage in realized volatility
Asai, Manabu (contributor); McAleer, Michael (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003780794
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Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng - In: The review of financial studies 19 (2006) 1, pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
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Multivariate stochastic volatility : an overview
Maasoumi, Esfandiar; McAleer, Michael - In: Econometric reviews 25 (2006) 2/3, pp. 139-144
Persistent link: https://www.econbiz.de/10003355701
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Multivariate stochastic volatility : a review
Asai, Manabu; McAleer, Michael; Yu, Jun - In: Econometric reviews 25 (2006) 2/3, pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
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Continuous time Wishart process for stochastic risk
Gouriéroux, Christian - In: Econometric reviews 25 (2006) 2/3, pp. 177-217
Persistent link: https://www.econbiz.de/10003355729
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Multivariate stochastic volatility models with correlated errors
Chan, David; Kohn, Robert; Kirby, Chris - In: Econometric reviews 25 (2006) 2/3, pp. 245-274
Persistent link: https://www.econbiz.de/10003355764
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Factor multivariate stochastic volatility via Wishart processes
Philipov, Alexander; Glickman, Mark E. - In: Econometric reviews 25 (2006) 2/3, pp. 311-334
Persistent link: https://www.econbiz.de/10003355767
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Classical and Bayesian analysis of unvariate and multivariate stochastic volatility models
Liesenfeld, Roman; Richard, Jean-François - In: Econometric reviews 25 (2006) 2/3, pp. 335-360
Persistent link: https://www.econbiz.de/10003355771
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Multivariate stochastic volatility models : Bayesian estimation and model comparison
Yu, Jun; Meyer, Renate - In: Econometric reviews 25 (2006) 2/3, pp. 361-384
Persistent link: https://www.econbiz.de/10003355796