Capturing common components in high-frequency financial time series : a multivariate stochastic multiplicative error model
Nikolaus Hautsch
| Year of publication: |
2007
|
|---|---|
| Authors: | Hautsch, Nikolaus |
| Publisher: |
Berlin : Humboldt-Univ., SFB 649 |
| Subject: | Stochastik | Fehlermodell | Zeitreihe | Handel |
| Description of contents: | Description [sfb649.wiwi.hu-berlin.de] |
| Extent: | 44 S. graph. Darst. |
|---|---|
| Series: | Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk. - Berlin : Humboldt-Univ., SFB 649, ISSN 1860-5656. - Vol. 2007,052 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Erscheinungsjahr in Vorlageform:05 Sept. 2007 |
| Classification: | Investition, Finanzierung ; Methoden und Techniken der Volkswirtschaft |
| Source: |
Persistent link: https://www.econbiz.de/10004899817