Multivariate volatility models
Year of publication: |
2009
|
---|---|
Authors: | Fengler, Matthias R. ; Herwartz, Helmut |
Published in: |
Applied quantitative finance. - Berlin : Springer, ISBN 978-3-540-69177-8. - 2009, p. 313-326
|
Subject: | Volatilität | Volatility | Multivariate Analyse | Multivariate analysis | ARCH-Modell | ARCH model | Theorie | Theory | Schätzung | Estimation | Wechselkurs | Exchange rate | Deutschland | Germany | USA | United States | Großbritannien | United Kingdom | 1979-1994 |
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