Multivariate return decomposition : theory and implications
Stanislav Anatolyeva and Nikolay Gospodinov
| Year of publication: |
2019
|
|---|---|
| Authors: | Anatolyev, Stanislav ; Gospodinov, Nikolaj |
| Subject: | Copula | dependence | multiplicative components | multivariate decomposition | volatility and direction models | Theorie | Theory | Volatilität | Volatility | Dekompositionsverfahren | Decomposition method | Multivariate Analyse | Multivariate analysis | Multivariate Verteilung | Multivariate distribution | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2017.1348677 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012181325