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Multivariate volatility models

Matthias R. Fengler; Helmut Herwartz. Humboldt-Universität zu Berlin, Quantifikation und Simulation Ökonomischer Prozesse; Sonderforschungsbereich 373, Wirtschaftswissenschaftliche Fakultät
Year of publication:
2001
Authors: Fengler, Matthias R. ; Herwartz, Helmut
Publisher: Berlin : Sonderforschungsbereich 373
Subject: Multivariate Analyse | Multivariate analysis | Volatilität | Volatility | ARCH-Modell | ARCH model | Theorie | Theory | Schätzung | Estimation | Wechselkurs | Exchange rate | US-Dollar | US dollar | Deutschland | Germany | Großbritannien | United Kingdom
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