Studying co-movements in large multivariate data prior to multivariate modelling
| Year of publication: |
2009
|
|---|---|
| Authors: | Cubadda, Gianluca ; Hecq, Alain ; Palm, Franz C. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 148.2009, 1, p. 25-36
|