{"language":[{"iso":"eng"}],"date_created":"2018-10-11T11:21:05Z","_id":"4659","user_id":"10075","year":"2012","type":"working_paper","date_updated":"2022-01-06T07:01:17Z","department":[{"_id":"206"},{"_id":"475"}],"author":[{"id":"20760","full_name":"Feng, Yuanhua","last_name":"Feng","first_name":"Yuanhua"},{"full_name":"Hand, David","last_name":"Hand","first_name":"David"},{"first_name":"Keming","last_name":"Yu","full_name":"Yu, Keming"}],"title":"A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance","status":"public","citation":{"ama":"Feng Y, Hand D, Yu K. <i>A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance</i>.; 2012.","bibtex":"@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} }","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.","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.","apa":"Feng, Y., Hand, D., &#38; Yu, K. (2012). <i>A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance</i>.","short":"Y. Feng, D. Hand, K. Yu, A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance, 2012.","mla":"Feng, Yuanhua, et al. <i>A Multivariate Random Walk Model with Slowly Changing Drift and Cross-Correlation Applied to Finance</i>. 2012."}}