Simple Method Predicting Covariance by Johansson Kasper (1 results)

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A Simple Method for Predicting Covariance Matrices of Financial Returns (Foundations and Trends(r) in Econometrics) Johansson, Kasper; Ogut, Mehmet G.; Pelger, Markus
Johansson, Kasper; Ogut, Mehmet G.; Pelger, Markus
Language: English
Published by Now Publishers Inc, 2023
1638283087 / 9781638283089
- Softcover
Seller: BUCHSERVICE / ANTIQUARIAT Lars Lutzer, Wahlstedt, GermanyBUCHSERVICE / ANTIQUARIAT Lars Lutzer
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Softcover. Condition: gut. 2023. A Simple Method for Predicting Covariance Matrices of Financial Returns (Foundations and Trends(r) in Econometrics) In englischer Sprache. pages.