Print page

Schmidheiny, Kurt

[up] Up a level
Group by: Item Type | Date | No Grouping
Jump to: 2009 | 2002
Number of items: 2.

2009

Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068; Schmidheiny, Kurt and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (2009) Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management. Journal of Empirical Finance, 16 (2), pp. 330-336. https://doi.org/10.1016/j.jempfin.2008.09.002

2002

Hlouskova, JaroslavaORCID: https://orcid.org/0000-0002-2298-0068; Schmidheiny, Kurt and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (2002) Multistep Predictions from Multivariate ARMA-GARCH Models and their Value for Portfolio Management. Universität Bern, Volkswirtschaftliches Institut, Diskussionsschriften 2002 (02-12), 29 p.

This list was generated on Sat Dec 21 09:35:07 2024 CET.