Capturing common components in high-frequency financial time series : a multivariate stochastic multiplicative error model

Nikolaus Hautsch

Year of publication:	July 2007
Other Persons:	Hautsch, Nikolaus (contributor)
Publisher:	Frankfurt, Main : Center for Financial Studies
Subject:	Faktorenanalyse \| Factor analysis \| Kointegration \| Cointegration \| Zeitreihenanalyse \| Time series analysis \| Börsenkurs \| Share price \| Handelsvolumen der Börse \| Trading volume \| Volatilität \| Volatility \| Theorie \| Theory \| USA \| United States

freely available

Full text |

More access options

nbn-resolving.org

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10003562219

A service of the