The generalized asymmetric dynamic covariance model
Peter de Goeij, Wessel Marquering
| Year of publication: |
2005
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|---|---|
| Authors: | Goeij, Peter de ; Marquering, Wessel A. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 2.2005, 2, p. 67-74
|
| Subject: | Aktienmarkt | Stock market | Rentenmarkt | Bond market | Volatilität | Volatility | Theorie | Theory | USA | United States | Korrelation | Correlation |
| 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/10002883177