Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility (Q6626286)
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scientific article; zbMATH DE number 7933404
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility |
scientific article; zbMATH DE number 7933404 |
Statements
Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility (English)
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28 October 2024
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