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Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management
Hlouskova, Jaroslava; Schmidheiny, Kurt; Wagner, Martin - In: Journal of empirical finance 16 (2009) 2, pp. 330-336
Persistent link: https://www.econbiz.de/10008172655
Cover Image
Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management
Hlouskova, Jaroslava; Schmidheiny, Kurt; Wagner, Martin - In: Journal of empirical finance 16 (2009) 2, pp. 330-337
Persistent link: https://www.econbiz.de/10008896124
Cover Image
Multistep predictions for multivariate GARCH models : closed form solution and the value for portfolio management
Hlouskova, Jaroslava; Schmidheiny, Kurt; Wagner, Martin - In: Journal of empirical finance 16 (2009) 2, pp. 330-336
Persistent link: https://www.econbiz.de/10003839340