The Resource Flexible multivariate GARCH modeling with an application to international stock markets

Flexible multivariate GARCH modeling with an application to international stock markets

Label
Flexible multivariate GARCH modeling with an application to international stock markets
Title
Flexible multivariate GARCH modeling with an application to international stock markets
Creator
Contributor
Language
eng
Member of
Cataloging source
IT-FiEUI
http://library.link/vocab/creatorName
Ledoit, Olivier
Index
no index present
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
  • Santa-Clara, Pedro
  • Wolf, Michael
  • Universitat Pompeu Fabra
Series statement
Economics working papers series
Series volume
578
Label
Flexible multivariate GARCH modeling with an application to international stock markets
Link
http://www.econ.upf.edu/en/research/papers.php
Instantiates
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Control code
FIEb12978048
Media category
computer
Media MARC source
rdamedia.
Media type code
  • c
Specific material designation
remote
System control number
(OCoLC)1088447457
Label
Flexible multivariate GARCH modeling with an application to international stock markets
Link
http://www.econ.upf.edu/en/research/papers.php
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Control code
FIEb12978048
Media category
computer
Media MARC source
rdamedia.
Media type code
  • c
Specific material designation
remote
System control number
(OCoLC)1088447457

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