Dynamic modelling of large-dimensional covariance matrices
Year of publication: |
2008
|
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Authors: | Voev, Valeri |
Published in: |
High frequency financial econometrics : recent developments ; with 64 tables. - Heidelberg [u.a.] : Physica-Verl., ISBN 978-3-7908-1991-5. - 2008, p. 293-312
|
Subject: | Varianzanalyse | Analysis of variance | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Theorie | Theory |
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