Sparse Volatility Modelling for High-Dimensional Time Series

  • Gregor Kastner (Redner*in)

Aktivität: VortragWissenschaftlicher Vortrag (Science-to-Science)

Zeitraum6 Sept. 201510 Sept. 2015
Ereignistitel15th Annual Conference of the European Network for Business and Industrial Statistics (ENBIS-15)
VeranstaltungstypKeine Angaben
BekanntheitsgradInternational