Structural Learning with Time-Varying Components: Tracking the Cross-Section of Financial Time Series

From MaRDI portal
Publication:5313454

DOI10.1111/j.1467-9868.2005.00504.xzbMath1071.62094OpenAlexW2113401388MaRDI QIDQ5313454

Makram Talih, Nicolas W. Hengartner

Publication date: 1 September 2005

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2005.00504.x




Related Items (16)



Cites Work


This page was built for publication: Structural Learning with Time-Varying Components: Tracking the Cross-Section of Financial Time Series