Multivariate asset price dynamics with stochastic covariation (Q2994859)
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scientific article; zbMATH DE number 5882391
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multivariate asset price dynamics with stochastic covariation |
scientific article; zbMATH DE number 5882391 |
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Multivariate asset price dynamics with stochastic covariation (English)
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29 April 2011
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applied mathematical finance
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asset pricing
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empirical finance
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empirical time series analysis
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0.9064126
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0.9046397
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0.8986831
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0.88805145
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0.8850405
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0.88187814
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0.88050354
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