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

Klein I, Köck C, Tinkl F (2010)

Publication Language: English

Publication Type: Journal article, Original article

Publication year: 2010

Journal

Ekonomia Menedżerska Akademia Górniczo-Hutnicza

Book Volume: 7

Pages Range: 43-62

Authors with CRIS profile

Ingo Klein Lehrstuhl für Statistik und Ökonometrie Fabian Tinkl Lehrstuhl für Statistik und Ökonometrie

How to cite

APA:

Klein, I., Köck, C., & Tinkl, F. (2010). Spatial-serial dependency in multivariate GARCH models and dynamic copulas: A simulation study. Ekonomia Menedżerska, 7, 43-62.

MLA:

Klein, Ingo, Christian Köck, and Fabian Tinkl. "Spatial-serial dependency in multivariate GARCH models and dynamic copulas: A simulation study." Ekonomia Menedżerska 7 (2010): 43-62.

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