VAR modeling for dynamic loadings driving volatility strings
Ralf Brüggemann; Wolfgang Härdle; Julius Mungo; Carsten Trenkler
| Year of publication: |
2008
|
|---|---|
| Authors: | Brüggemann, Ralf ; Härdle, Wolfgang ; Mungo, Julius ; Trenkler, Carsten |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 6.2008, 3, p. 361-381
|
| Subject: | VAR-Modell | VAR model | Volatilität | Volatility | Finanzmarkt | Financial market |
| Extent: | graph. Darst. |
|---|---|
| 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/10003748062