Time series in high dimensions : the general dynamic factor model
editors Marc Hallin (Université libre de Bruxelles, Belgium), Marco Lippi (Einaudi Institute for Economics and Finance, Italy), Matteo Barigozzi (London School of Economics and Political Science, UK), Mario Forni (University of Modena and Reggio Emilia, Italy), Paolo Zaffaroni (Imperial College London, UK)
| Year of publication: |
[2020]
|
|---|---|
| Other Persons: | Hallin, Marc (ed.) ; Lippi, Marco (ed.) ; Barigozzi, Matteo (ed.) ; Forni, Mario (ed.) ; Zaffaroni, Paolo (ed.) |
| Publisher: |
New Jersey : World Scientific |
| Subject: | Zeitreihenanalyse | Time series analysis | Finanzmarktökonometrie | Financial econometrics | Volatilität | Volatility | Big Data | Big data | Wahrscheinlichkeitstheorie |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | xxxvi, 726 Seiten Illustrationen, Diagramme |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Aufsatzsammlung |
| Language: | English |
| ISBN: | 978-981-327-800-4 ; 978-981-327-801-1 ; 978-981-327-802-8 |
| Classification: | Mathematische Statistik ; Methoden und Techniken der Betriebswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012002347