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Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Daníelsson, Jón - In: Journal of empirical finance 5 (1998) 2, pp. 155-173
Persistent link: https://www.econbiz.de/10001374884
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Tail index and quantile estimation with very high frequency data
Danielsson, J.; Vries, C.G.de - In: Journal of empirical finance 4 (1997) 2-3, pp. 241-258
Persistent link: https://www.econbiz.de/10007250564
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Multivariate stochastic volatility models: Estimation and a comparison with VGARCH models
Danielsson, Jon - In: Journal of empirical finance 5 (1998) 2, pp. 155
Persistent link: https://www.econbiz.de/10007248448