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~institution:"Queen Mary College / Department of Economics"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~isPartOf:"Working paper"
~language:"eng"
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
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