Dynamic Principal Component Analysis of Multivariate Volatility via Fourier Analysis
Year of publication: |
2005
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Authors: | Mancino, Maria Elvira ; RenĂ², Roberto |
Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 12.2005, 2, p. 187
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Saved in:
Saved in favorites
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