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Document type:
Zeitschriftenaufsatz
Author(s):
Escobar, Marcos; Gschnaidtner, Christoph
Non-TUM Co-author(s):
ja
Cooperation:
international
Title:
A multivariate stochastic volatility model with applications in the foreign exchange market
Intellectual Contribution:
Discipline-based Research
Journal title:
Review of Derivatives Research
Journal listet in FT50 ranking:
nein
Year:
2017
Journal volume:
21
Journal issue:
1
Pages contribution:
1-43
Fulltext / DOI:
doi:10.1007/s11147-017-9132-8
Publisher:
Springer Nature
E-ISSN:
1380-66451573-7144
Date of publication:
20.03.2017
Judgement review:
0
Key publication:
Nein
Peer reviewed:
Ja
International:
Ja
Book review:
Nein
Commissioned:
not commissioned
Professional Journal:
Nein
Interdisciplinarity:
Ja
Mission statement:
;
Ethics and Sustainability:
Nein
BibTeX
Occurrences:
mediaTUM Gesamtbestand
Einrichtungen
Schools
TUM School of Management
Ehemalige Lehrstühle und Fachgebiete
Lehrstuhl für Volkswirtschaftslehre - Finanzwissenschaft und Industrieökonomik (N.N.)
Refereed Journal Articles
mediaTUM Gesamtbestand
Hochschulbibliographie
2017
Fakultäten
Wirtschaftswissenschaften
Lehrstuhl für Volkswirtschaftslehre - Finanzwissenschaft und Industrieökonomik (Prof. Frhr. von Weizsäcker)