Monitoring the mean of multivariate financial time series

DOI10.1002/asmb.1980MaRDI QIDQ6570581

Wolfgang Schmid, Robert Garthoff, Vasyl Golosnoy

Publication date: 10 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

multivariate CUSUM chartsmultivariate EWMA chartsdynamic conditional correlation modelFOREX

Mathematics Subject Classification ID

Statistics (62-XX)

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