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subject:"Zeitreihenanalyse"
~isPartOf:"NBER working paper series"
~isPartOf:"Working paper"
~person:"Caporin, Massimiliano"
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Caporin, Massimiliano
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Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
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Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
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Persistent link: https://www.econbiz.de/10008760500
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