Dynamic Principal Component Analysis of Multivariate Volatility via Fourier Analysis (Q5312584)
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scientific article; zbMATH DE number 2200812
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Principal Component Analysis of Multivariate Volatility via Fourier Analysis |
scientific article; zbMATH DE number 2200812 |
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Dynamic Principal Component Analysis of Multivariate Volatility via Fourier Analysis (English)
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1 September 2005
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