Monitoring the cross covariances of a multivariate time series
Przemysław Śliwa/Wolfgang Schmid. Department of Economics, European University Viadrina
| Year of publication: |
2002
|
|---|---|
| Authors: | Śliwa, Przemysław ; Schmid, Wolfgang |
| Publisher: |
Frankfurt (Oder) : Dep. of Economics, European Univ. Viadrina |
| Extent: | 25 S. graph. Darst. 21 cm |
|---|---|
| Series: | Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series. - Frankfurt (Oder) : Europa-Universität Viadrina. - Vol. No. 2002,14 |
| Type of publication: | Book / Working Paper |
| Language: | German |
| Source: |
Persistent link: https://www.econbiz.de/10004832065