VAR modeling for dynamic loadings driving volatility strings

URL:	http://jfec.oxfordjournals.org/cgi/reprint/6/3/361
Document Type:	Article
Year of publication:	2008
The title of a journal, publication series:	Journal of Financial Econometrics
Volume:	6
Issue number:	3
Page range:	361-381
Place of publication:	Oxford
Publishing house:	Oxford University Press
ISSN:	1479-8409 , 1479-8417
Publication language:	English
Institution:	School of Law and Economics > Zeitreihenökonometrie (Trenkler 2007-)
Subject:	330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Brüggemann, Ralf ; Härdle, Wolfgang ; Mungo, Julius ; Trenkler, Carsten

Google Scholar: Brüggemann, Ralf ; Härdle, Wolfgang ; Mungo, Julius ; Trenkler, Carsten

ORCID: Brüggemann, Ralf, Härdle, Wolfgang, Mungo, Julius and Trenkler, Carsten

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