How long memory in volatility affects true dependence structure
Beatriz Vaz de Melo Mendes; Nikolai Kolev
| Year of publication: |
2008
|
|---|---|
| Authors: | Mendes, Beatriz Vaz de Melo ; Kolev, Nikolai |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 17.2008, 5, p. 1070-1086
|
| Subject: | Aktienmarkt | Stock market | Technologietransfer | Technology transfer | Anpassung | Adjustment | ARCH-Modell | ARCH model | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Schwellenländer | Emerging economies | 1994-2005 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003792442