Multivariate Return Decomposition: Theory and Implications (Q5860929)
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scientific article; zbMATH DE number 7484465
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Return Decomposition: Theory and Implications |
scientific article; zbMATH DE number 7484465 |
Statements
Multivariate Return Decomposition: Theory and Implications (English)
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4 March 2022
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copula
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dependence
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multiplicative components
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multivariate decomposition
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volatility and direction models
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