A unique orthogonal variance decomposition
Year of publication: |
2008
|
---|---|
Authors: | Wong, Woon K. |
Publisher: |
Cardiff : Cardiff University, Cardiff Business School |
Subject: | Varianzanalyse | Statistische Methode | Variance decomposition | Cholesky decomposition | unique orthogonal decomposition and square root matrix |
Series: | Cardiff Economics Working Papers ; E2008/10 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 574274073 [GVK] hdl:10419/65735 [Handle] |
Classification: | C01 - Econometrics |
Source: |
-
A Unique Orthogonal Variance Decomposition
Wong, Woon K., (2008)
-
A unique orthogonal variance decomposition
Wong, Woon K., (2008)
-
A variance spillover analysis without covariances: what do we miss?
Fengler, Matthias R., (2014)
- More ...
-
Information-based trade in the Shanghai stockmarket
Copeland, Laurence, (2008)
-
Skewness and kurtosis ratio tests: With applications to multiperiod tail risk analysis
Wong, Woon K., (2016)
-
Wong, Woon K., (2016)
- More ...