Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management
Details
Serval ID
serval:BIB_33534
Type
Report: a report published by a school or other institution, usually numbered within a series.
Publication sub-type
Working paper: Working papers contain results presented by the author. Working papers aim to stimulate discussions between scientists with interested parties, they can also be the basis to publish articles in specialized journals
Collection
Publications
Institution
Title
Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management
Institution details
Université de Lausanne - HEC - DEEP
Issued date
06/2004
Number
04.10
Genre
Cahiers de recherches économiques
Language
english
Number of pages
25
OAI-PMH
Publisher's website
Create date
19/11/2007 11:04
Last modification date
20/08/2019 14:19
Usage data
