Synchronizing multivariate financial time series
OPEN ACCESS
Author / Producer
Date
2001
Publication Type
Working Paper
ETH Bibliography
yes
Citations
Altmetric
OPEN ACCESS
Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Volume
97
Pages / Article No.
Publisher
ETH Zürich, Seminar für Statistik
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
ZEITREIHENANALYSE (MATHEMATISCHE STATISTIK); FINANZMATHEMATIK + WIRTSCHAFTSMATHEMATIK; VALUE-AT-RISK-MODELLE (FINANZMATHEMATIK); TIME SERIES ANALYSIS (MATHEMATICAL STATISTICS); FINANCIAL MATHEMATICS + MATHEMATICAL ECONOMICS; VALUE-AT-RISK MODELS (FINANCIAL MATHEMATICS)
Organisational unit
02537 - Seminar für Statistik (SfS) / Seminar for Statistics (SfS)