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Studying co-movements in large multivariate data prior to multivariate modelling
Cubadda, Gianluca; Hecq, Alain; Palm, Franz C. - In: Journal of econometrics 148 (2009) 1, pp. 25-35
Persistent link: https://www.econbiz.de/10008170384
Cover Image
Studying co-movements in large multivariate data prior to multivariate modelling
Cubadda, Gianluca; Hecq, Alain; Palm, Franz C. - In: Journal of econometrics 148 (2009) 1, pp. 25-36
Persistent link: https://www.econbiz.de/10008890782
Cover Image
Studying co-movements in large multivariate data prior to multivariate modelling
Cubadda, Gianluca; Hecq, Alain W. J.; Palm, Franz C. - In: Journal of econometrics 148 (2009) 1, pp. 25-35
Persistent link: https://www.econbiz.de/10003813089