VAR modeling for dynamic loadings driving volatility strings

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

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.

Metadata export


+ Search Authors in

+ Page Views

Hits per month over past year

Detailed information

You have found an error? Please let us know about your desired correction here: E-Mail

Actions (login required)

Show item Show item