Modeling financial return dynamics via decomposition
Year of publication: |
2010
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Authors: | Anatolyev, Stanislav ; Gospodinov, Nikolaj |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 28.2010, 2, p. 232-245
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Subject: | Schätzung | Estimation | Kapitaleinkommen | Capital income | Dekompositionsverfahren | Decomposition method | Prognose | Forecast | Multivariate Verteilung | Multivariate distribution |
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