Dynamic modelling of large-dimensional covariance matrices
Valeri Voev
| Year of publication: |
2008
|
|---|---|
| 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 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003579362