Dynamic Principal Component Analysis of Multivariate Volatility via Fourier Analysis
| Year of publication: |
2005
|
|---|---|
| Authors: | Mancino, Maria Elvira ; Renò, Roberto |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 12.2005, 2, p. 187
|