A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Erschienen in
-
In: Computational Statistics & Data Analysis, 142, S. 106810-
- Ereignis
-
Veröffentlichung
- (wo)
-
Augsburg
- (wer)
-
Universität Augsburg
- (wann)
-
2019
- Ereignis
-
Veröffentlichung
- (wo)
-
Amsterdam
- (wer)
-
Elsevier
- (wann)
-
2019
- Urheber
- DOI
-
10.1016/j.csda.2019.106810
- URN
-
urn:nbn:de:bvb:384-opus4-657682
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:42 MEZ
Datenpartner
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Beteiligte
- Barthel, Nicole
- Czado, Claudia
- Okhrin, Yarema
- Universität Augsburg
- Elsevier
Entstanden
- 2019
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