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~isPartOf:"Econometric theory"
~person:"Haug, Stephan"
~subject:"Stochastischer Prozess"
~subject:"Volatility"
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Haug, Stephan
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Econometric theory
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Multivariate ecogarch processes
Haug, Stephan
;
Stelzer, Robert
- In:
Econometric theory
27
(
2011
)
2
,
pp. 344-371
Persistent link: https://www.econbiz.de/10009310772
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