University of St.Gallen
research platform alexandria
search publications
browse publications
by person
A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
 
by year

Multivariate volatility models

Matthias Fengler & H. Herwartz

fulltext etc. no fulltext attached
abstract
   
type book chapter (English)
   
keywords
   
book title Applied Quantitative Finance
date of appearance 2009
publisher Springer Verlag (Heidelberg)
page(s) 313-325
citation Fengler, M., & Herwartz, H. (2009). Multivariate volatility models. In Applied Quantitative Finance (pp. 313-325). Heidelberg: Springer Verlag.