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(2012). <i>A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance</i>.","ieee":"Y. Feng, D. Hand, and K. Yu, <i>A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance</i>. 2012.","chicago":"Feng, Yuanhua, David Hand, and Keming Yu. <i>A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance</i>, 2012.","short":"Y. Feng, D. Hand, K. Yu, A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance, 2012."},"user_id":"10075","_id":"4659","language":[{"iso":"eng"}],"date_updated":"2022-01-06T07:01:17Z","author":[{"full_name":"Feng, Yuanhua","first_name":"Yuanhua","last_name":"Feng","id":"20760"},{"last_name":"Hand","first_name":"David","full_name":"Hand, David"},{"last_name":"Yu","first_name":"Keming","full_name":"Yu, Keming"}],"year":"2012","title":"A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance","status":"public"}]