Flexible multivariate GARCH modeling with an application to international stock markets
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The work Flexible multivariate GARCH modeling with an application to international stock markets represents a distinct intellectual or artistic creation found in European University Institute Library. This resource is a combination of several types including: Work, Language Material, Books.
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Flexible multivariate GARCH modeling with an application to international stock markets
Resource Information
The work Flexible multivariate GARCH modeling with an application to international stock markets represents a distinct intellectual or artistic creation found in European University Institute Library. This resource is a combination of several types including: Work, Language Material, Books.
- Label
- Flexible multivariate GARCH modeling with an application to international stock markets
- Language
- eng
- Cataloging source
- IT-FiEUI
- Index
- no index present
- Literary form
- non fiction
- Nature of contents
- dictionaries
- Series statement
- Economics working papers series
- Series volume
- 578
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Context of Flexible multivariate GARCH modeling with an application to international stock marketsWork of
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/resource/hSfIL9vDZsk/" typeof="CreativeWork http://bibfra.me/vocab/lite/Work"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/resource/hSfIL9vDZsk/">Flexible multivariate GARCH modeling with an application to international stock markets</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute Library</a></span></span></span></span></div>
