VAR modeling for dynamic loadings driving volatility strings


Brüggemann, Ralf ; Härdle, Wolfgang ; Mungo, Julius ; Trenkler, Carsten



URL: http://jfec.oxfordjournals.org/cgi/reprint/6/3/361
Document Type: Article
Year of publication: 2008
The title of a journal, publication series: Journal of Financial Econometrics
Volume: 6
Issue number: 3
Page range: 361-381
Place of publication: Oxford
Publishing house: Oxford University Press
ISSN: 1479-8409
Publication language: English
Institution: School of Law and Economics > VWL, Empirische Wirtschaftsforschung (Trenkler)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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