Media type: E-Book Title: Theoretical and empirical differences between diagonal and full BEKK for risk management Contributor: Allen, David E. [VerfasserIn]; McAleer, Michael [VerfasserIn] imprint: [Rotterdam]: [Econometric Institute, Erasmus School of Economics], [2017] Published in: Econometrisch Instituut: Econometric Institute research papers ; 2017,22 Extent: 1 Online-Ressource (circa 28 Seiten); Illustrationen Language: English Identifier: Keywords: ARCH-Modell ; Kapitalmarktrendite ; Zeitreihenanalyse ; Arbeitspapier ; Graue Literatur Origination: Footnote: Access State: Open Access