Modeling Financial Time Series with S-PLUS® (Q3377019)
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scientific article; zbMATH DE number 5013508
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| default for all languages | No label defined |
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| English | Modeling Financial Time Series with S-PLUS® |
scientific article; zbMATH DE number 5013508 |
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Modeling Financial Time Series with S-PLUS® (English)
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20 March 2006
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S+FinMetrix
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cointegration
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vector autoregression
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multivariate GARCH
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copula
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efficient method of moments
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0.83470285
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0.8287305
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0.8159768
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