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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
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The persistence and asymmetry of time-varying correlations
Baur, Dirk G. (contributor) - 2005
Persistent link: https://www.econbiz.de/10009232806
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Multivariate GARCH and dynamic copula models for financial time series : with an application to emerging markets
Grziska, Martin - 2015 - 1. Aufl.
Persistent link: https://www.econbiz.de/10010488311
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The persistence and asymmetry of time-varying correlations
Baur, Dirk G. - 2002
Persistent link: https://www.econbiz.de/10013268791
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Analyzing multivariate data
Lattin, James M.; Carroll, J. Douglas; Green, Paul E. - 2003
Persistent link: https://www.econbiz.de/10004818551
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Multivariate statistical methods in quality management
Yang, Kai; Trewn, Jayant - 2005
Persistent link: https://www.econbiz.de/10004827977
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Methods of multivariate statistics
Srivastava, Muni S. - 2002
Persistent link: https://www.econbiz.de/10004746289
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Inference on the cointegration rank in fractionally integrated processes
Breitung, Jörg; Hassler, Uwe - 2000
Persistent link: https://www.econbiz.de/10001509562
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Correspondence analysis
Benko, Michal; Lejeune, Michel - 2000
Persistent link: https://www.econbiz.de/10001509569
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The getting of macroeconomic wisdom
Pagan, Adrian R. (contributor) - 1999
Persistent link: https://www.econbiz.de/10001512744