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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"KBI"
~person:"Mahieu, Koen"
~person:"Scheinkman, José Alexandre"
~type_genre:"Graue Literatur"
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Robust exponential smoothing of multivariate time series
Croux, Christophe
;
Gelper, Sarah
;
Mahieu, Koen
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2009
Persistent link: https://www.econbiz.de/10003982213
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Principal components and long run implications of multivariate diffusions
Chen, Xiaohong
;
Hansen, Lars Peter
;
Scheinkman, José …
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2009
Persistent link: https://www.econbiz.de/10003827949
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