author = { Bos, Charles S. AND Gould, Phillip },

title = { Dynamic Correlations and Optimal Hedge Ratios },

publisher = {Tinbergen Institute},

keywords = { C32 , multivariate GARCH , Korrelation , hedge ratio , ARCH-Modell , Volatilität , G11 , C52 , Dynamic correlation , Multivariate Analyse , Hedging , stochastic volatility },

year = {2007},

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

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