The application of multivariate GARCH models to turbulent financial markets
Edy Zahnd
| Year of publication: |
2002 ; Als Ms. gedr.
|
|---|---|
| Authors: | Zahnd, Edy |
| Publisher: |
Berlin : dissertation.de |
| Subject: | contagion | Finanzmarkt | Financial market | Volatilität | Volatility | Multivariate Analyse | Multivariate analysis | ARCH-Modell | ARCH model | Theorie | Theory | Welt | World | Korrelation | Correlation | Schätzung | Estimation | Wechselkurs | Exchange rate | Europäisches Währungssystem | European Monetary System | EU-Staaten | EU countries | Schweiz | Switzerland | Börsenkurs | Share price | Rendite | Yield | Preiskonvergenz | Price convergence | Asien | Asia | USA | United States | Finanzkrise | Financial crisis | Wechselkursänderung | Zeitreihenanalyse | GARCH-Prozess | Aktienrendite | 1979-1997 |
| Description of contents: | Table of Contents [external.dandelon.com] |
| Extent: | IX, 125 S Ill 21 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English ; German |
| Thesis: | Zugl.: Basel, Univ., Diss., 2001 |
| Notes: | Zsfassung in dt. Sprache Erscheint: 1. Juni 2002 |
| ISBN: | 3-89825-442-9 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001659873