Conditional dependency of financial series : the copula-GARCH model
Eric Jondeau; Michael Rockinger
| Year of publication: |
Dec. 2002 ; [Elektronische Ressource]
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|---|---|
| Other Persons: | Jondeau, Eric (contributor) ; Rockinger, Michael (contributor) |
| Institutions: | International Center for Financial Asset Management and Engineering (contributor) |
| Publisher: |
Genève : FAME |
| Subject: | ARCH-Modell | ARCH model | Theorie | Theory | Aktienindex | Stock index | Korrelation | Correlation | Welt | World |
| Extent: | Online-Ressource, 26 p. = 2098 Kb, text |
|---|---|
| Series: | FAME research paper series. - Geneva : [Verlag nicht ermittelbar], ZDB-ID 2121033-0. - Vol. 69 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001791437