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Contribution Details

Type Dissertation
Scope Discipline-based scholarship
Title Multivariate volatility modeling and forecasting with stable GARCH and Wishart Autoregressive models
Organization Unit
Authors
  • Matteo Bonato
Supervisors
  • Marc Paolella
Language
  • English
Institution University of Zurich
Faculty Faculty of Business, Economics and Informatics
Date 2009
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