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subject:"Germany"
subject:"Schätzung"
~isPartOf:"Journal of applied econometrics"
~person:"Laurent, Sébastien"
~subject:"Volatilität"
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Laurent, Sébastien
Marcellino, Massimiliano
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Journal of applied econometrics
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ECONIS (ZBW)
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Multivariate GARCH models : a survey
Bauwens, Luc
;
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
- In:
Journal of applied econometrics
21
(
2006
)
1
,
pp. 79-109
Persistent link: https://www.econbiz.de/10003310013
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Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
- In:
Journal of applied econometrics
18
(
2003
)
6
,
pp. 641-664
Persistent link: https://www.econbiz.de/10001843499
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