• Title of article

    Genetic modelling of multivariate EGARCHX-processes: evidence on the international asset return signal response mechanism

  • Author/Authors

    Ralf ostermark، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2001
  • Pages
    23
  • From page
    71
  • To page
    93
  • Keywords
    Genetic algorithms , International asset pricing , Nonlinearity , Multivariate EGARCH models
  • Journal title
    Computational Statistics and Data Analysis
  • Serial Year
    2001
  • Journal title
    Computational Statistics and Data Analysis
  • Record number

    307518

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=307518