Schmidheiny, Kurt

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Number of items: 2.

Article in Academic Journal

Hlouskova, Jaroslava; Schmidheiny, Kurt and Wagner, Martin (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.

Discussion/ Working Paper

Hlouskova, Jaroslava; Schmidheiny, Kurt and Wagner, Martin (2002) Multistep Predictions from Multivariate ARMA-GARCH Models and their Value for Portfolio Management. Universität Bern, Volkswirtschaftliches Institut, Diskussionsschriften 2002 (02-12), 29 p.

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