Multivariate stochastic volatility via Wishart processes: a comment
Wolfgang Rinnergschwentner; Gottfried Tappeiner; Janette Walde
| Year of publication: |
2012
|
|---|---|
| Authors: | Rinnergschwentner, Wolfgang ; Tappeiner, Gottfried ; Walde, Janette |
| Other Persons: | Philipov, Alexander (reviewed) ; Glickman, Mark E. (reviewed) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 30.2012, 1, p. 164
|
| Subject: | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | ARCH-Modell | ARCH model | USA | United States |
| 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://ebvufind01.dmz1.zbw.eu/10009558917