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

Journal article
(Original article)


Publication Details

Author(s): Klein I, Köck C, Tinkl F
Journal: Ekonomia Menedżerska
Publication year: 2010
Volume: 7
Pages range: 43-62
ISSN: 1898-1143
Language: English


FAU Authors / FAU Editors

Klein, Ingo Prof. Dr.
Lehrstuhl für Statistik und Ökonometrie
Tinkl, Fabian
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.

BibTeX: 

Last updated on 2018-17-10 at 13:38