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Journal of empirical finance
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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
Saved in:
2
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
Saved in:
3
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
Saved in:
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