Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model
Year of publication: |
2008
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Authors: | Hautsch, Nikolaus |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 32.2008, 12, p. 3978-4009
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