Multivariate Time Series Models for Asset Prices
(2012) Handbook of Computational Finance — ISBN: [978-3-642-17253-3], p. 89-115, published
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University of Cologne Department of Social and Economic Statistics
Citations
Hafner, C., & Manner, H. (2012). Multivariate Time Series Models for Asset Prices. In Duan, Jin Chuan (ed.), Handbook of Computational Finance (p. p. 89-115). Springer. https://doi.org/10.1007/978-3-642-17254-0_5