Extent: | Online-Ressource (PDF-Datei: 23 S.) graph. Darst. |
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Series: | Research paper series / Swiss Finance Institute. - Geneva, ZDB-ID 2392286-2. - Vol. 08,08 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | CHICAGO = Conditionally Heteroscedastic Independent Component Analysis of Generalized Orthogonal GARCH Models Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.2139/ssrn.1126706 [DOI] |
Classification: | C13 - Estimation ; C16 - Specific Distributions ; C32 - Time-Series Models ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003961455