EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Stochastic covariance process"
Narrow search

Narrow search

Year of publication
Subject
All
4/2 stochastic volatility model 1 Characteristic function 1 Correlation 1 Erwartungsnutzen 1 Expected utility 1 Expected utility theory 1 Korrelation 1 Portfolio selection 1 Portfolio-Management 1 Probability theory 1 Stochastic co-volatility movements 1 Stochastic covariance process 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Verification theorem 1 Volatility 1 Volatilität 1 Wahrscheinlichkeitsrechnung 1
more ... less ...
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 1
Author
All
Cheng, Yuyang 1 Escobar, Marcos 1
Published in...
All
Quantitative finance 1
Source
All
ECONIS (ZBW) 1
Showing 1 - 1 of 1
Cover Image
A multivariate 4/2 stochastic covariance model : properties and applications to portfolio decisions
Cheng, Yuyang; Escobar, Marcos - In: Quantitative finance 23 (2023) 3, pp. 497-519
Persistent link: https://www.econbiz.de/10014232681
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...