Multivariate asset price dynamics with stochastic covariation (Q2994859)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate asset price dynamics with stochastic covariation |
scientific article |
Statements
Multivariate asset price dynamics with stochastic covariation (English)
0 references
29 April 2011
0 references
applied mathematical finance
0 references
asset pricing
0 references
empirical finance
0 references
empirical time series analysis
0 references
