Pages that link to "Item:Q6081857"
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The following pages link to Sparse vector error correction models with application to cointegration‐based trading (Q6081857):
Displaying 3 items.
- An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
- Basket trading under co-integration with the logistic mixture autoregressive model (Q2866372) (← links)
- An extended sparse max-linear moving model with application to high-frequency financial data (Q5880168) (← links)