Modeling Financial Time Series with S-PLUS® (Q3377019)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling Financial Time Series with S-PLUS® |
scientific article |
Statements
Modeling Financial Time Series with S-PLUS® (English)
0 references
20 March 2006
0 references
S+FinMetrix
0 references
cointegration
0 references
vector autoregression
0 references
multivariate GARCH
0 references
copula
0 references
efficient method of moments
0 references
