Special issue on "Multivariate volatility models"
Alternative title: | Multivariate volatility models |
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Year of publication: |
2009
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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 |
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Multivariate volatility models
Fengler, Matthias R., (2002)
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Multivariate volatility models
Fengler, Matthias R., (2001)
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Multivariate volatility models
Fengler, Matthias R., (2001)
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The JFEC Invited Lecture at the 2009 SoFiE Conference
Garcia, René, (2011)
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Econometric methods for derivative securities and risk management
Garcia, René, (2000)
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The econometrics of option pricing
Garcia, René, (2010)
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