Probability Distributions and GAS Models for Realized Covariance Matrices
Year of publication: |
[2022]
|
---|---|
Authors: | Stollenwerk, Michael |
Publisher: |
[S.l.] : SSRN |
Subject: | Korrelation | Correlation | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory | Erdgas | Natural gas | Lineare Algebra | Linear algebra | Varianzanalyse | Analysis of variance |
Extent: | 1 Online-Ressource (34 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 12, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4082080 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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