Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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Online-Ressource
- Language
-
Englisch
- Bibliographic citation
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In: Jahrbücher für Nationalökonomie und Statistik ; 231 (2011), 1. - S. 134-152
- Classification
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Wirtschaft
- Event
-
Veröffentlichung
- (where)
-
Konstanz
- (who)
-
Bibliothek der Universität Konstanz
- (when)
-
2014
- Creator
- URN
-
urn:nbn:de:bsz:352-290126
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:43 PM CET
Data provider
This object is provided by:
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Halbleib, Roxana
- Voev, Valeri
- Bibliothek der Universität Konstanz
Time of origin
- 2014
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