Dynamic Dependence Modeling in financial time series

This is a preprint and may not have undergone formal peer review

Dou, Y, Liu, H and Aivaliotis, G (2019) Dynamic Dependence Modeling in financial time series. [Preprint - arXiv]

Abstract

Metadata

Item Type: Preprint
Authors/Creators:
  • Dou, Y
  • Liu, H
  • Aivaliotis, G
Dates:
  • Published: 19 August 2019
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Funding Information:
Funder
Grant number
EPSRC
EP/N013980/1
Alan Turing Institute
Not Known
Depositing User: Symplectic Publications
Date Deposited: 30 Oct 2024 14:57
Last Modified: 30 Oct 2024 14:57
Identification Number: 10.48550/arXiv.1908.05130
Open Archives Initiative ID (OAI ID):

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