Multivariate volatility models : an application to ibovespa and dow jones industrial
Jorge Alberto Achcar; Edilberto Cepeda-Cuevo; Milton Barossi-Filho
| Year of publication: |
2012
|
|---|---|
| Authors: | Achcar, Jorge Alberto ; Cepeda-Cuevo, Edilberto ; Barossi Filho, Milton |
| Published in: |
Cuadernos de economía. - Bogotá : [Verlag nicht ermittelbar], ISSN 0121-4772, ZDB-ID 734609-8. - Vol. 31.2012, 1, p. 301-320
|
| Subject: | Aktienindex | Stock index | Volatilität | Volatility | Multivariate Analyse | Multivariate analysis | ARCH-Modell | ARCH model | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassungen in span. und franz. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009792800