Zobrazeno 1 - 2
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pro vyhledávání: '"multivariate Box-Jenkins processes"'
Autor:
Veselý, Daniel
In this work we will describe methods for modeling multivariate financial time series. We will concentrate on both modeling expected value by multi- variate Box-Jenkins processes and primarily on modeling conditional corre- lations and volatility. Ou
Externí odkaz:
http://www.nusl.cz/ntk/nusl-313775
Autor:
Veselý, Daniel
In this work we will describe methods for modeling multivariate financial time series. We will concentrate on both modeling expected value by multi- variate Box-Jenkins processes and primarily on modeling conditional corre- lations and volatility. Ou
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::049605810d7f120c60450043ffdfbc81
http://www.nusl.cz/ntk/nusl-313775
http://www.nusl.cz/ntk/nusl-313775