Modeling the conditional covariance between stock and bond returns : a multivariate GARCH approach

Peter de Goeij and Wessel Marquering

Year of publication:	17 Jan. 2002 ; [Elektronische Ressource]
Other Persons:	Goeij, Peter de (contributor) ; Marquering, Wessel A. (contributor)
Institutions:	Erasmus Research Institute of Management (contributor)
Publisher:	Rotterdam : ERIM
Subject:	Börsenkurs \| Share price \| Kapitaleinkommen \| Capital income \| Volatilität \| Volatility \| ARCH-Modell \| ARCH model \| 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/10001639402

A service of the