Time series in high dimensions : the general dynamic factor model
Year of publication: |
[2020]
|
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Other Persons: | Hallin, Marc (ed.) ; Lippi, Marco (ed.) ; Barigozzi, Matteo (ed.) ; Forni, Mario (ed.) ; Zaffaroni, Paolo (ed.) |
Publisher: |
New Jersey : World Scientific |
Subject: | Zeitreihenanalyse | Time series analysis | Finanzmarktökonometrie | Financial econometrics | Volatilität | Volatility | Big Data | Big data | Wahrscheinlichkeitstheorie |
Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
Extent: | xxxvi, 726 Seiten Illustrationen, Diagramme |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Aufsatzsammlung |
Language: | English |
ISBN: | 978-981-327-800-4 ; 978-981-327-801-1 ; 978-981-327-802-8 |
Classification: | Mathematische Statistik ; Methoden und Techniken der Betriebswirtschaft |
Source: | ECONIS - Online Catalogue of the ZBW |
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