Multivariate GARCH Models with Correlation Clustering
Year of publication: |
2010
|
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Authors: | So, Mike K. P. |
Other Persons: | Yip, Iris W.H. (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | ARCH-Modell | ARCH model | Korrelation | Correlation | Regionales Cluster | Regional cluster | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis | Theorie | Theory | Volatilität | Volatility | Clusteranalyse | Cluster analysis |
Extent: | 1 Online-Ressource (43 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1548408 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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