Impressum | |
13 | Time Series with Stochastic Volatility |
13.1 | ARCH and GARCH Models |
13.2 | Extensions of the GARCH Model |
13.3 | Multivariate GARCH models |
13.3.1 | The Vec Specification |
13.3.2 | Die BEKK Spezifikation |
13.3.3 | The CCC model |
13.3.4 | An empirical illustration |
13.4 | Recommended Literature |