| Record ID | marc_binghamton_univ/bgm_openlib_final_10-15.mrc:486376059:1722 |
| Source | Binghamton University |
| Download Link | /show-records/marc_binghamton_univ/bgm_openlib_final_10-15.mrc:486376059:1722?format=raw |
LEADER: 01722cam 2200409 a 45x0
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005 20070816164502.0
008 011119s2001 maua b 000 0 eng d
035 $a(OCoLC)ocm48456360
040 $aDBI$cDBI$dGZM$dNBiSU
043 $an-us---
049 $aBNGG
090 $aH62.5.U5$bN3 no.8554
100 1 $aEngle, R. F.$q(Robert F.)
245 10 $aTheoretical and empirical properties of Dynamic Conditional Correlation Multivariate GARCH /$cRobert F. Engle, Kevin Sheppard.
260 $aCambridge, MA. :$bNational Bureau of Economic Research,$cc2001.
300 $a43 p. :$bill. ;$c22 cm.
490 1 $aNBER working paper series ;$vno. 8554
500 $a"October 2001."
500 $aJEL no. C32, G0, G1.
504 $aIncludes bibliographical references (p. 41-43).
530 $aElectronic version available via the Internet at the NBER World Wide Web site.
506 $aElectronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.
650 0 $aAssets$xPrices$vEconometric models.
650 0 $aStock price forecasting$vEconometric models.
650 0 $aStock price forecasting$zUnited States.
650 0 $aRisk management.
650 0 $aCorrelation (Statistics)
690 $aBU only.
700 1 $aSheppard, Kevin.
710 2 $aNational Bureau of Economic Research.
830 0 $aWorking paper series (National Bureau of Economic Research)$vworking paper no. 8554.
856 41 $zOnline version:$uhttp://referenc.lib.binghamton.edu:2048/login?url=http://www.nber.org/papers/W8554
852 0 $aBIN$bBINMA$cMAIN$hH62.5.U5$iN3 no.8554
852 40 $aBIN$bBINEL$cBNET
994 $aX0$bBNG
928 $aTBA