Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility
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http://data.d4science.org/ctlg/RISIS2OpenData/dedup_wf_001--bf90ab8dd2cbea71bec808b8c1ebbc44 |
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Identity
Access Modality
Field | Value |
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Access Right | Open Access |
Attribution
Field | Value |
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Author | Lee, Chung Eun |
Author | Xiaofeng Shao |
Publishing
Field | Value |
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Collected From | Datacite; figshare; Crossref; Microsoft Academic Graph |
Hosted By | Journal of Business and Economic Statistics; figshare |
Publication Date | 2018-06-18 |
Publisher | Taylor & Francis |
Additional Info
Field | Value |
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Language | UNKNOWN |
Resource Type | Other literature type; Article |
keyword | FOS: Chemical sciences |
keyword | FOS: Mathematics |
keyword | FOS: Health sciences |
keyword | keywords.Statistics, Probability and Uncertainty |
keyword | FOS: Biological sciences |
keyword | FOS: Computer and information sciences |
system:type | publication |
Management Info
Field | Value |
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Source | https://science-innovation-policy.openaire.eu/search/publication?articleId=dedup_wf_001::bf90ab8dd2cbea71bec808b8c1ebbc44 |
Author | jsonws_user |
Last Updated | 26 December 2020, 17:57 (CET) |
Created | 26 December 2020, 17:57 (CET) |