A Bayesian Covariance Graph and Latent Position Model for Multivariate Financial Time Series
Year of publication: |
2020
|
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Authors: | Ahelegbey, Daniel Felix |
Other Persons: | Carvalho, Luis (contributor) ; Kolaczyk, Eric (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis | Bayes-Statistik | Bayesian inference | Korrelation | Correlation | Finanzmarkt | Financial market |
Extent: | 1 Online-Ressource (33 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 31, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3090236 [DOI] |
Classification: | c55 ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing ; C62 - Existence and Stability Conditions of Equilibrium |
Source: | ECONIS - Online Catalogue of the ZBW |
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