Schmidheiny, Kurt

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

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.