✦ LIBER ✦
Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management
✍ Scribed by Jaroslava Hlouskova; Kurt Schmidheiny; Martin Wagner
- Book ID
- 116641678
- Publisher
- Elsevier Science
- Year
- 2009
- Tongue
- English
- Weight
- 292 KB
- Volume
- 16
- Category
- Article
- ISSN
- 0927-5398
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