2024-03-28T08:52:59Z
http://repoint.unil.ch/oaiprovider/
oai:serval.unil.ch:BIB_33534
2024-03-23T02:09:02Z
serval:BIB_33534
Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management
http://www.hec.unil.ch/deep/publications/cahiers/series
Hlouskova
J.
author
Schmidheiny
K.
author
Wagner
M.
author
Université de Lausanne - HEC - DEEP
originator
techreport
workingpaper
Cahiers de recherches économiques
25
2004-06
04.10
eng