The dynamics of multivariate financial returns : a non-stationary, nonparametric regression approach
Year of publication: |
2013
|
---|---|
Authors: | Rauh, Ronald |
Subject: | Kapitalmarktrendite | Capital market returns | Volatilität | Volatility | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis | Statistische Verteilung | Statistical distribution | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | Welt | World |
Description of contents: | Table of Contents [gbv.de] |
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