Synchronizing multivariate financial time series

Metadata Label Value
Author(s): Audrino, Francesco, B├╝hlmann, Peter Lukas
Publisher: Seminar f├╝r Statistik, Eidgen├Âssische Technische Hochschule (ETH)
Citation:

Audrino, Francesco and B├╝hlmann, Peter Lukas. Synchronizing multivariate financial time series. Seminar f├╝r Statistik, Eidgen├Âssische Technische Hochschule (ETH) (2001). http://dx.doi.org/10.3929/ethz-a-004218120

Document Type: Reports  
Documents: Text (307.67KB)
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Detailed Information

Metadata Description
Title Synchronizing multivariate financial time series
Author(s) Audrino, Francesco
B├╝hlmann, Peter Lukas
Publication Place Z├╝rich
Publisher Seminar f├╝r Statistik, Eidgen├Âssische Technische Hochschule (ETH)
Publication Date 2001
Series Research report / Seminar f├╝r Statistik, Eidgen├Âssische Technische Hochschule (ETH) No. 97
Language English
DOI http://dx.doi.org/10.3929/ethz-a-004218120
Subject(s) Mathematical Statistics
Keyword(s) TIME SERIES ANALYSIS
MATHEMATICAL STATISTICS
FINANCIAL MATHEMATICS
MATHEMATICAL ECONOMICS
VALUE-AT-RISK MODELS
Organisational Unit Seminar for Statistics
Online Publication Date 2002
Description File Name MIME Type Size
Text   eth-24221-01.pdf application/pdf 307.67KB
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E-Collection record created: Fri, 18 Apr 2008, 22:56:58 CET