Inference on the maximal rank of time-varying covariance matrices using high-frequency data
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
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Englisch
- Erschienen in
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Discussion paper / School of Business & Economics ; 2021,14 : Economics
- Ereignis
-
Veröffentlichung
- (wo)
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Berlin
- (wer)
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Freie Universität Berlin
- (wann)
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2021
- Urheber
- DOI
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10.17169/refubium-32210
- URN
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urn:nbn:de:kobv:188-refubium-32485-6
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:44 MEZ
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Beteiligte
- Reiß, Markus
- Winkelmann, Lars
- Freie Universität Berlin
Entstanden
- 2021
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