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1 Ergebnisse
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A dynamic multivariate heavy-tailed model for time-varying ..:
, In:
Journal of business & economic statistics
Creal, Drew
. (2011) 4 - p. 552-563
Exemplar:
Zentrale
;
RT Journal Article T1 <Title>A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations</Title> UL https://suche.suub.uni-bremen.de/peid=B67167503&Exemplar=1&LAN=DE A1 Creal, Drew YR 2011 NO : graph. Darst. JF Journal of business & economic statistics VO 29 IS 4 SP 552 OP 563 LK http://katalog.suub.uni-bremen.de/DB=1/LNG=DU/CMD?ACT=SRCHA&IKT=8000&TRM=12601375* CN E02: z vwl 930/650 CN Magazin Zs: fe 5650 CN Zentrale: Angebunden an fe 5650-11.1993 SF ELIB - SuUB Bremen
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