TYTUŁ ARTYKUŁU

Spatial-serial dependency in multivariate GARCH models and dynamic copulas: a simulation study

AUTORZY
Ingo Klein, Christian Köck, Fabian Tinkl
TYTUŁ CZASOPISMA
Managerial Economics
WYDANIE
2010 / Tom 7
STRONY
43 - 62
ROK
2010
WYDAWCA
Wydawnictwa Akademii Górniczo-Hutniczej w Krakowie
ISSN
1898-1143
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CZYSTY TEKST

Ingo Klein, Christian Köck, Fabian Tinkl, Spatial-serial dependency in multivariate GARCH models and dynamic copulas: a simulation study, Managerial Economics, 2010 / Tom 7, s. 43 - 62

BIBTEX

Ingo Klein, Christian Köck, and Fabian Tinkl. Spatial-serial dependency in multivariate GARCH models and dynamic copulas: a simulation study. Managerial Economics, 7:43–62, 2010.

Pokaż kod BibTeX 
@article{bazhum433286,
  author = {Klein, Ingo and Köck, Christian and Tinkl, Fabian},
  title = {{Spatial-serial dependency in multivariate GARCH models and dynamic copulas: a simulation study}},
  journal = {Managerial Economics},
  year = {2010},
  volume = {7},
  pages = {43--62},
  issn = {1898-1143},
  url = {https://bazhum.muzhp.pl/articles/433286}
}