Multivariate Time Series Models for Asset Prices

Christian Hafner and Hans Manner

No 2011053, LIDAM Reprints ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2011-01-01
Note: In : Duan, Jin Chuan H̭rdle, Wolfgang Karl Gentle, James E., Handbook of Computational Finance, Springer, 2011, p. 89-115
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