Surveillance of the covariance matrix of multivariate nonlinear time series
Przemysław Śliwa ; Wolfgang Schmid
| Year of publication: |
2004
|
|---|---|
| Authors: | Śliwa, Przemysław ; Schmid, Wolfgang |
| Publisher: |
Frankfurt (Oder) : Univ., Dep. of Economics |
| Extent: | 30 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. 2004,16 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturver. S. 28 - 30 |
| Classification: | Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004823200