Multivariate volatility models
Matthias R. Fengler and Helmut Herwartz
| 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 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003746416