Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution:
Gespeichert in:
Hauptverfasser: | , |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
München
Univ., Center for Economic Studies [u.a.]
2007
|
Schriftenreihe: | CESifo working papers
2056 : Category 10, Empirical and theoretical methods |
Schlagworte: | |
Beschreibung: | Literaturverz. S. 18 - 20. - Auch im Internet unter den Adressen www.SSRN.com und www.CESifo.de verfügbar Literaturverz. S. 34 - 35 |
Beschreibung: | 35 S. graph. Darst., Tab. |
Internformat
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490 | 1 | |a CESifo working papers |v 2056 : Category 10, Empirical and theoretical methods | |
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500 | |a Literaturverz. S. 34 - 35 | ||
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Datensatz im Suchindex
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author | Pesaran, Bahram Pesaran, M. Hashem 1946- |
author_GND | (DE-588)122674146 |
author_facet | Pesaran, Bahram Pesaran, M. Hashem 1946- |
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id | DE-604.BV026957691 |
illustrated | Illustrated |
indexdate | 2024-07-09T23:03:16Z |
institution | BVB |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021618761 |
oclc_num | 254551267 |
open_access_boolean | |
owner | DE-188 |
owner_facet | DE-188 |
physical | 35 S. graph. Darst., Tab. |
publishDate | 2007 |
publishDateSearch | 2007 |
publishDateSort | 2007 |
publisher | Univ., Center for Economic Studies [u.a.] |
record_format | marc |
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 München Univ., Center for Economic Studies [u.a.] 2007 35 S. graph. Darst., Tab. txt rdacontent n rdamedia nc rdacarrier CESifo working papers 2056 : Category 10, Empirical and theoretical methods Literaturverz. S. 18 - 20. - Auch im Internet unter den Adressen www.SSRN.com und www.CESifo.de verfügbar Literaturverz. S. 34 - 35 Termingeschäft (DE-588)4117190-1 gnd rswk-swf Volatilität (DE-588)4268390-7 gnd rswk-swf Multivariate Normalverteilung (DE-588)4227589-1 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 GmbH <München> CESifo working paper series 2056 (DE-604)BV013978326 2056 |
spellingShingle | Pesaran, Bahram Pesaran, M. Hashem 1946- Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution Termingeschäft (DE-588)4117190-1 gnd Volatilität (DE-588)4268390-7 gnd Multivariate Normalverteilung (DE-588)4227589-1 gnd |
subject_GND | (DE-588)4117190-1 (DE-588)4268390-7 (DE-588)4227589-1 |
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_full | Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution Bahram Pesaran ; M. Hashem Pesaran |
title_fullStr | Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution Bahram Pesaran ; M. Hashem Pesaran |
title_full_unstemmed | Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution Bahram Pesaran ; M. Hashem Pesaran |
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 | Termingeschäft (DE-588)4117190-1 gnd Volatilität (DE-588)4268390-7 gnd Multivariate Normalverteilung (DE-588)4227589-1 gnd |
topic_facet | Termingeschäft Volatilität Multivariate Normalverteilung |
volume_link | (DE-604)BV013978326 |
work_keys_str_mv | AT pesaranbahram modellingvolatilitiesandconditionalcorrelationsinfuturesmarketswithamultivariatetdistribution AT pesaranmhashem modellingvolatilitiesandconditionalcorrelationsinfuturesmarketswithamultivariatetdistribution |