Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model
Work
Year: 2008
Type: article
Author Nikolaus Hautsch
Institution Humboldt-Universität zu Berlin
Cites: 66
Cited by: 59
Related to: 10
FWCI: 6.299
Citation percentile (by year/subfield): 94.37
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: green