Mathematical and Statistical Methods for Actuarial Sciences and Finance
Springer Milan
Chapter title |
A skewed GARCH-type model for multivariate financial time series
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Chapter number | 15 |
Book title |
Mathematical and Statistical Methods for Actuarial Sciences and Finance
|
Published by |
Springer, Milano, January 2010
|
DOI | 10.1007/978-88-470-1481-7_15 |
Book ISBNs |
978-8-84-701480-0, 978-8-84-701481-7
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Authors |
Cinzia Franceschini, Nicola Loperfido, Franceschini, Cinzia, Loperfido, Nicola |
Country | Count | As % |
---|---|---|
Unknown | 5 | 100% |
Readers by professional status | Count | As % |
---|---|---|
Other | 1 | 20% |
Student > Bachelor | 1 | 20% |
Student > Ph. D. Student | 1 | 20% |
Student > Master | 1 | 20% |
Researcher | 1 | 20% |
Other | 1 | 20% |
Readers by discipline | Count | As % |
---|---|---|
Mathematics | 3 | 60% |
Computer Science | 3 | 60% |