Multivariate volatility models
Matthias R. Fengler and Helmut Herwartz
| Year of publication: |
2002
|
|---|---|
| Authors: | Fengler, Matthias R. ; Herwartz, Helmut |
| Published in: |
Applied quantitative finance : theory and computational tools. - Berlin : Springer, ISBN 3-540-43460-7. - 2002, p. 221-236
|
| Subject: | Volatilität | Volatility | ARCH-Modell | ARCH model | Multivariate Analyse | Multivariate analysis | Theorie | Theory | Wechselkurs | Exchange rate | Schätzung | Estimation | Großbritannien | United Kingdom | Deutschland | Germany |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001749997