Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
München
CesIfo
2007
|
| Series: | CESifo working papers
2056 : Category 10, Empirical and theoretical methods |
| Subjects: | |
| Online Access: | Volltext |
| Physical Description: | 35 S. graph. Darst. |
Staff View
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Record in the Search Index
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| id | DE-604.BV022891464 |
| illustrated | Illustrated |
| index_date | 2024-07-02T18:53:48Z |
| indexdate | 2024-07-09T21:07:52Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016096304 |
| oclc_num | 188213755 |
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| owner_facet | DE-12 DE-706 DE-355 DE-BY-UBR DE-19 DE-BY-UBM |
| physical | 35 S. graph. Darst. |
| psigel | ebook |
| publishDate | 2007 |
| publishDateSearch | 2007 |
| publishDateSort | 2007 |
| publisher | CesIfo |
| record_format | marc |
| series | CESifo working papers |
| series2 | CESifo working papers |
| spelling | Pesaran, Bahram Verfasser aut Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution Bahram Pesaran ; M. Hashem Pesaran. Center for Economic Studies & Ifo Institute for Economic Research München CesIfo 2007 35 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier CESifo working papers 2056 : Category 10, Empirical and theoretical methods Multivariate Normalverteilung (DE-588)4227589-1 gnd rswk-swf Termingeschäft (DE-588)4117190-1 gnd rswk-swf Volatilität (DE-588)4268390-7 gnd rswk-swf Volatilität (DE-588)4268390-7 s Termingeschäft (DE-588)4117190-1 s Multivariate Normalverteilung (DE-588)4227589-1 s DE-604 Pesaran, M. Hashem 1946- Verfasser (DE-588)122674146 aut CESifo working papers 2056 : Category 10, Empirical and theoretical methods (DE-604)BV013978326 2056 http://www.cesifo-group.de/DocDL/cesifo1_wp2056.pdf Verlag kostenfrei Volltext |
| spellingShingle | Pesaran, Bahram Pesaran, M. Hashem 1946- Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution CESifo working papers Multivariate Normalverteilung (DE-588)4227589-1 gnd Termingeschäft (DE-588)4117190-1 gnd Volatilität (DE-588)4268390-7 gnd |
| subject_GND | (DE-588)4227589-1 (DE-588)4117190-1 (DE-588)4268390-7 |
| title | Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution |
| title_auth | Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution |
| title_exact_search | Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution |
| title_exact_search_txtP | Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution |
| title_full | Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution Bahram Pesaran ; M. Hashem Pesaran. Center for Economic Studies & Ifo Institute for Economic Research |
| title_fullStr | Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution Bahram Pesaran ; M. Hashem Pesaran. Center for Economic Studies & Ifo Institute for Economic Research |
| title_full_unstemmed | Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution Bahram Pesaran ; M. Hashem Pesaran. Center for Economic Studies & Ifo Institute for Economic Research |
| title_short | Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution |
| title_sort | modelling volatilities and conditional correlations in futures markets with a multivariate t distribution |
| topic | Multivariate Normalverteilung (DE-588)4227589-1 gnd Termingeschäft (DE-588)4117190-1 gnd Volatilität (DE-588)4268390-7 gnd |
| topic_facet | Multivariate Normalverteilung Termingeschäft Volatilität |
| url | http://www.cesifo-group.de/DocDL/cesifo1_wp2056.pdf |
| volume_link | (DE-604)BV013978326 |
| work_keys_str_mv | AT pesaranbahram modellingvolatilitiesandconditionalcorrelationsinfuturesmarketswithamultivariatetdistribution AT pesaranmhashem modellingvolatilitiesandconditionalcorrelationsinfuturesmarketswithamultivariatetdistribution |