Multivariate volatility models

M.R. Fengler, H. Herwartz and F.H.C. Raters

Year of publication:	[2017]
Authors:	Fengler, Matthias ; Herwartz, Helmut ; Raters, F. H. C.
Published in:	Applied quantitative finance. - Berlin, Germany : Springer, ISBN 3-662-54485-7. - 2017, p. 25-37
Subject:	Volatilität \| Volatility \| ARCH-Modell \| ARCH model \| Multivariate Analyse \| Multivariate analysis \| Theorie \| Theory \| Wechselkurs \| Exchange rate \| Schätzung \| Estimation \| Großbritannien \| United Kingdom \| Deutschland \| Germany

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