Modelling the dynamics of conditional dependency between financial series
Eric Jondeau and Michael Rockinger
| Year of publication: |
2006
|
|---|---|
| Authors: | Jondeau, Eric ; Rockinger, Michael |
| Published in: |
Multi-moment asset allocation and pricing models. - Chichester : Wiley, ISBN 0-470-03415-7. - 2006, p. 195-221
|
| Subject: | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Korrelation | Correlation | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003477407