scientific article; zbMATH DE number 1820665

zbMath1037.91080MaRDI QIDQ4779802

Ruey S. Tsay

Publication date: 27 October 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optionsdiffusiontime seriesfinancevolatilityextremeMCMCco-integrationVARMAVaRheavy tailedmultiple assets

Mathematics Subject Classification ID

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