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| Chapter title |
Multivariate Volatility Models
|
|---|---|
| Chapter number | 10 |
| Book title |
Applied Quantitative Finance
|
| Published by |
Springer, Berlin, Heidelberg, January 2002
|
| DOI | 10.1007/978-3-662-05021-7_10 |
| Book ISBNs |
978-3-54-043460-3, 978-3-66-205021-7
|
| Authors |
Matthias R. Fengler, Helmut Herwartz, Fengler, Matthias R., Herwartz, Helmut |