A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations

Drew Creal; Siem Jan Koopman; André Lucas

Year of publication:	2010
Authors:	Creal, Drew ; Koopman, Siem Jan ; Lucas, André
Publisher:	Amsterdam [u.a.]
Subject:	Statistische Verteilung \| Statistical distribution \| Multivariate Verteilung \| Multivariate distribution \| Zeitreihenanalyse \| Time series analysis \| Theorie \| Theory

freely available

Full text |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10003973316

A service of the