Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
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Englisch
- Erschienen in
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Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit ; No. 2906
- Schlagwort
-
Europäische Union
Devisentermingeschäft
Währungsswap
Financial Futures
Forward-Kontrakt
Volatilität
Korrelation
Multivariate Analyse
Wahrscheinlichkeitsverteilung
Vektor-autoregressives Modell
Theorie
Schätzung
- Ereignis
-
Veröffentlichung
- (wo)
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Bonn
- (wer)
-
IZA
- (wann)
-
2007
- Beteiligte Personen und Organisationen
- URN
-
urn:nbn:de:101:1-2009100634
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 10:59 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
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Beteiligte
- Pesaran, Bahram
- IZA
Entstanden
- 2007
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