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~institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~language:"eng"
~subject:"Schätztheorie"
~type_genre:"Non-commercial literature"
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks
Bertail, Patrice
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contributor
); …
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641513
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Flexible multivariate GARCH modeling with an application to international stock markets
Ledoit, Olivier
(
contributor
); …
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001625994
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