Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series (Q3505329): Difference between revisions
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| Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank | |||
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Latest revision as of 12:13, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series |
scientific article |
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Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series (English)
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18 June 2008
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copulas
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GARCH
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portfolio optimization
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