Structure and asymptotic theory for multivariate asymmetric conditional volatility
Michael McAleer, Suhejla Hoti, and Felix Chan
| Year of publication: |
2009
|
|---|---|
| Authors: | McAleer, Michael ; Hoti, Suhejla ; Chan, Felix |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 28.2009, 5, p. 422-440
|
| Subject: | Volatilität | Volatility | Finanzmarkt | Financial market | Risiko | Risk | ARCH-Modell | ARCH model | Multivariate Analyse | Multivariate analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003873066