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~person:"Zaffaroni, Paolo"
~subject:"Financial econometrics"
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Financial econometrics
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Vector processes with singular spectral density
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vector processes with singular spectral density
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one-sided representations for dynamic models
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Zaffaroni, Paolo
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Hallin, Marc
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Lippi, Marco
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Time series in high dimensions : the general dynamic factor model
Hallin, Marc
(
ed.
);
Lippi, Marco
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012002347
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