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Synchronizing multivariate financial time series
| Metadata Label | Value |
|---|---|
| Author(s): | Audrino, Francesco, Bühlmann, Peter Lukas |
| Publisher: | Seminar für Statistik, Eidgenössische Technische Hochschule (ETH) |
| Citation: | Audrino, Francesco and Bühlmann, Peter Lukas. Synchronizing multivariate financial time series. Seminar für Statistik, Eidgenössische Technische Hochschule (ETH) (2001). http://dx.doi.org/10.3929/ethz-a-004218120 |
| Document Type: | Reports |
| Documents: |
Text
(307.67KB) |
Detailed Information
| Metadata | Description |
|---|---|
| Title | Synchronizing multivariate financial time series |
| Author(s) |
Audrino, Francesco Bühlmann, Peter Lukas |
| Publication Place | Zürich |
| Publisher | Seminar für Statistik, Eidgenössische Technische Hochschule (ETH) |
| Publication Date | 2001 |
| Series | Research report / Seminar für Statistik, Eidgenössische 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 |
| Description | URL |
|---|---|
| NEBIS Link | http://opac.nebis.ch/F/?local_base=NEBIS&func=find-b&find_code=SYS&request=004218120 |
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E-Collection record created: Fri, 18 Apr 2008, 22:56:58 CET