Special issue on "Multivariate volatility models"
René Garcia, Eric Ghysels, Eric Renault, and Paulo Rodrigues
| Alternative title: | Multivariate volatility models |
|---|---|
| Year of publication: |
2009
|
| Other Persons: | Garcia, René (contributor) ; Ghysels, Eric (contributor) ; Renault, Eric (contributor) ; Rodrigues, Paulo M. M. (contributor) |
| Publisher: |
Oxford : Oxford Univ. Press |
| Subject: | Volatilität | Volatility | ARCH-Modell | ARCH model | Multivariate Analyse | Multivariate analysis | Theorie | Theory | Wechselkurs | Exchange rate | Schätzung | Estimation | Deutschland | Germany | Großbritannien | United Kingdom |
| Extent: | S. 339 - 503 graph. Darst |
|---|---|
| Series: | Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 7.2009,4 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Sammelwerk ; Collection of articles of several authors ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Enth. 5 Beitr. |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003907531