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~institution:"Department Volkswirtschaftslehre, Fachbereich für Wirtschaftswissenschaften"
~source:"repec"
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A Multivariate
Random
Walk
Model with Slowly Changing Drift and Cross-correlation Applied to Finance
Feng, Yuanhua
;
Hand, David
;
Feng, Yuanhua
-
Department Volkswirtschaftslehre, Fachbereich für …
-
2012
A new multivariate
random
walk
model with slowly changing drift and cross-correlations for multivariate processes is …
Persistent link: https://www.econbiz.de/10010902052
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