Monitoring the mean of multivariate financial time series (Q6570581)
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scientific article; zbMATH DE number 7879465
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| English | Monitoring the mean of multivariate financial time series |
scientific article; zbMATH DE number 7879465 |
Statements
Monitoring the mean of multivariate financial time series (English)
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10 July 2024
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dynamic conditional correlation model
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FOREX
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multivariate CUSUM charts
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multivariate EWMA charts
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