A Non-Stationary Paradigm for the Dynamics of Multivariate Financial Returns
Year of publication: |
[2007]
|
---|---|
Authors: | Herzel, Stefano |
Other Persons: | Starica, Catalin (contributor) ; Tutuncu, Reha (contributor) |
Publisher: |
[2007]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (40 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 2003 erstellt |
Other identifiers: | 10.2139/ssrn.882824 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C16 - Specific Distributions ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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