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~institution:"European University Institute / Department of Economics"
~subject:"Portfolio diversification"
~subject:"Portfolio-Management"
~subject:"Theory"
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Comparison of model reduction: methods for VAR processes
Brüggemann, Ralf
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contributor
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725637
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Temporal aggregation of a VARIMAX process
Marcellino, Massimiliano
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1995
Persistent link: https://www.econbiz.de/10000929264
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Some consequences of temporal aggregation of a VARIMA process
Marcellino, Massimiliano
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1995
Persistent link: https://www.econbiz.de/10000929901
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