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CSDA
2010
69views more  CSDA 2010»
15 years 4 months ago
Robust statistic for the one-way MANOVA
Valentin Todorov, Peter Filzmoser
CSDA
2010
74views more  CSDA 2010»
15 years 4 months ago
Real time detection of structural breaks in GARCH models
Zhongfang He, John M. Maheu
CSDA
2010
51views more  CSDA 2010»
15 years 4 months ago
Modeling tick-by-tick realized correlations
Francesco Audrino, Fulvio Corsi