Studying co-movements in large multivariate data prior to multivariate modelling
Year of publication: |
2009
|
---|---|
Authors: | Cubadda, Gianluca ; Hecq, Alain ; Palm, Franz C. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 148.2009, 1, p. 25-35
|
Saved in:
Saved in favorites
Similar items by person
-
Cubadda, Gianluca, (2008)
-
Studying co-movements in large multivariate models without multivariate modelling
Cubadda, Gianluca, (2007)
-
Cubadda, Gianluca, (2007)
- More ...