Surveillance of the covariance matrix of multivariate nonlinear time series:
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Bibliographic Details
Main Authors: Śliwa, Przemysław 1976- (Author), Schmid, Wolfgang 1956- (Author)
Format: Book
Language:English
Published: Frankfurt (Oder) Europa-Univ. Viadrina 2008
Series:Capital markets and finance in the enlarged Europe 2008,3
Physical Description:S. 221 - 246 graph. Darst.

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Interlibrary loan Place Request Caution: Not in THWS collection!