Modelling and forecasting multivariate realized volatility
Roxana Chiriac and Valeri Voev
| Year of publication: |
2011
|
|---|---|
| Authors: | Halbleib, Roxana ; Voev, Valeri |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 26.2011, 6, p. 922-947
|
| Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Multivariate Analyse | Multivariate analysis | Kapitaleinkommen | Capital income | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| 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/10009408883