Dynamic asset correlations based on vines
Year of publication: |
2014
|
---|---|
Authors: | Poignard, Benjamin ; Fermanian, Jean-David |
Publisher: |
[s.l.] : CREST |
Subject: | Multivariate Analyse | Multivariate analysis | ARCH-Modell | ARCH model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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