Further processing options
DCC-HEAVY: a multivariate GARCH model with realized measures of variance and correlation
Saved in:
| Authors and Corporations: | |
|---|---|
| Title: | DCC-HEAVY: a multivariate GARCH model with realized measures of variance and correlation/ Yongdeng Xu |
| Type of Resource: | E-Book |
| Language: | English |
| published: |
Cardiff, United Kingdom
Cardiff Business School, Cardiff University
February 2019
|
| Series: |
Cardiff economics working papers ; no. E2019, 5
|
| Source: | Verbunddaten SWB Lizenzfreie Online-Ressourcen |
Loading...