Co-Volatility and Correlation Clustering: A Multivariate Correlated ARCH Framework
| Year of publication: |
2001
|
|---|---|
| Authors: | Christodoulakis, George |
| Institutions: | Financial Econometrics Research Centre, Warwick Business School |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10004981130