Items where Author is " Wagner, Martin"
Jump to: 2009 Number of items: 1. 2009Hlouskova, Jaroslava and Schmidheiny, Kurt and Wagner, Martin. (2009) Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management. Journal of Empirical Finance, 16. pp. 330-336. |