Theoretical and empirical properties of dynamic conditional correlation multivariate garch:
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge, Mass.
2001
|
| Schriftenreihe: | Working paper series / National Bureau of Economic Research
8554 |
| Umfang: | 43 S. graph. Darst |
Internformat
MARC
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| 100 | 1 | |a Engle, Robert F. |d 1942- |e Verfasser |0 (DE-588)128388528 |4 aut | |
| 245 | 1 | 0 | |a Theoretical and empirical properties of dynamic conditional correlation multivariate garch |c Robert F. Engle ; Kevin Sheppard |
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| illustrated | Illustrated |
| indexdate | 2025-02-18T11:01:32Z |
| institution | BVB |
| language | English |
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| spelling | Engle, Robert F. 1942- Verfasser (DE-588)128388528 aut Theoretical and empirical properties of dynamic conditional correlation multivariate garch Robert F. Engle ; Kevin Sheppard Cambridge, Mass. 2001 43 S. graph. Darst txt rdacontent n rdamedia nc rdacarrier Working paper series / National Bureau of Economic Research 8554 Sheppard, Kevin Verfasser aut National Bureau of Economic Research <Cambridge, Mass.> Working paper series 8554 (DE-604)BV002801238 8554 |
| spellingShingle | Engle, Robert F. 1942- Sheppard, Kevin Theoretical and empirical properties of dynamic conditional correlation multivariate garch |
| title | Theoretical and empirical properties of dynamic conditional correlation multivariate garch |
| title_auth | Theoretical and empirical properties of dynamic conditional correlation multivariate garch |
| title_exact_search | Theoretical and empirical properties of dynamic conditional correlation multivariate garch |
| title_full | Theoretical and empirical properties of dynamic conditional correlation multivariate garch Robert F. Engle ; Kevin Sheppard |
| title_fullStr | Theoretical and empirical properties of dynamic conditional correlation multivariate garch Robert F. Engle ; Kevin Sheppard |
| title_full_unstemmed | Theoretical and empirical properties of dynamic conditional correlation multivariate garch Robert F. Engle ; Kevin Sheppard |
| title_short | Theoretical and empirical properties of dynamic conditional correlation multivariate garch |
| title_sort | theoretical and empirical properties of dynamic conditional correlation multivariate garch |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT englerobertf theoreticalandempiricalpropertiesofdynamicconditionalcorrelationmultivariategarch AT sheppardkevin theoreticalandempiricalpropertiesofdynamicconditionalcorrelationmultivariategarch |