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1 Ergebnisse
1
Realized wishart-garch:A score-driven multi-Asset volatilit..:
Gorgi, P
;
Hansen, P. R
;
Janus, P
.
https://research.vu.nl/en/publications/ecd69bdb-887a-4c71-8369-a43ae9d29222. , 2019
Link:
https://research.vu.nl/en/publications/ecd69bdb-887a-4..
RT Journal T1 <Title>Realized wishart-garch:A score-driven multi-Asset volatility model</Title> UL https://suche.suub.uni-bremen.de/peid=base-ftvuamstcris:oai:research.vu.nl:publications_ecd69bdb-887a-4c71-8369-a43ae9d29222&Exemplar=1&LAN=DE A1 Gorgi, P A1 Hansen, P. R A1 Janus, P A1 Koopman, S. J YR 2019 K1 high-frequency data K1 multivariate GARCH K1 multivariate volatility K1 realized covariance K1 score K1 Wishart distribution K1 /dk/atira/pure/sustainabledevelopmentgoals/partnerships K1 name=SDG 17 - Partnerships for the Goals JF https://research.vu.nl/en/publications/ecd69bdb-887a-4c71-8369-a43ae9d29222 LK http://dx.doi.org/https://research.vu.nl/en/publications/ecd69bdb-887a-4c71-8369-a43ae9d29222 DO https://research.vu.nl/en/publications/ecd69bdb-887a-4c71-8369-a43ae9d29222 SF ELIB - SuUB Bremen
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