The sequential estimation of subset var with forgetting factor and intercept variable
Year of publication: |
2004
|
---|---|
Authors: | O'Neill, Timothy J. ; Penm, Jack H. W. ; Terrell, R. D. |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 7.2004, 8, p. 979-995
|
Subject: | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Finanzmarkt | Financial market |
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