author = { Rangel, Jose Gonzalo AND Engle, Robert F. },

title = { The factor-spline-GARCH model for high and low frequency correlations },

publisher = {Banco de México},

keywords = { C22 , Factor models , C32 , Long-term correlation forecasts , G11 , C53 , Idiosyncratic volatility , G32 , Low frequency volatilities and correlations , G12 , Dynamic conditional correlation , Spline-GARCH , C51 },

year = {2009},

abstract = {Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.},

url = { http://slubdd.de/katalog?TN_libero_mab2 }