Surveillance of univariate and multivariate linear time series

Okhrin, Yarema; Schmid, Wolfgang (2008). Surveillance of univariate and multivariate linear time series. In: Frisén, Marianne (ed.) Financial Surveillance (pp. 115-152). Chichester: John Wiley & Sons

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Item Type:

Book Section (Book Chapter)

Division/Institute:

03 Faculty of Business, Economics and Social Sciences > Department of Economics

UniBE Contributor:

Okhrin, Yarema

Subjects:

300 Social sciences, sociology & anthropology > 330 Economics

Publisher:

John Wiley & Sons

Submitter:

Factscience Import

Date Deposited:

04 Oct 2013 15:07

Last Modified:

06 Dec 2013 15:24

URI:

https://boris.unibe.ch/id/eprint/29374 (FactScience: 141943)

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