A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance

Y. Feng, D. Hand, K. Yu, A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance, 2012.

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Working Paper | English
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Feng, YuanhuaLibreCat; Hand, David; Yu, Keming
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Feng Y, Hand D, Yu K. A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance.; 2012.
Feng, Y., Hand, D., & Yu, K. (2012). A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance.
@book{Feng_Hand_Yu_2012, title={A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance}, author={Feng, Yuanhua and Hand, David and Yu, Keming}, year={2012} }
Feng, Yuanhua, David Hand, and Keming Yu. A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance, 2012.
Y. Feng, D. Hand, and K. Yu, A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance. 2012.
Feng, Yuanhua, et al. A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance. 2012.

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