Semiparametric approaches to the prediction of conditional correlation matrices in finance
Year of publication: |
30 Oct. 2006
|
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Other Persons: | Golosnoy, Vasyl (contributor) ; Herwartz, Helmut (contributor) |
Publisher: |
Kiel : Univ., Dep. of Economics |
Subject: | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Korrelation | Correlation | Börsenkurs | Share price | Aktienmarkt | Stock market | Theorie | Theory | Schätzung | Estimation | Deutschland | Germany |
Extent: | Online-Ressource, 30 S., Text |
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Series: | Economics working paper. - Kiel : Univ., Dep. of Economics, ISSN 2193-2476, ZDB-ID 2111620-9. - Vol. 2007,23 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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