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Monitoring multivariate process variability via eigenvalues Journal article
Computers and Industrial Engineering, 2017,Volume: 113,Page: 269-281
Authors:  Fan,Jinyu;  Shu,Lianjie;  Zhao,Honghao;  Yeung,Hangfai
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Covariance Matrix  Eigenvalues  Multivariate Statistical Process Control  Sparsity  Variability  
Revisiting Volume vs. GARCH Effects Using Univariate and Bivariate GARCH Models: Evidence from U.S. Stock Markets Book chapter
出自: Handbook of Quantitative Finance and Risk Management:Springer, Boston, MA, 2010, 页码: 1173-1181
Authors:  Zhuo Qiao;  Wing-Keung Wong
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Volatility  Garch Effect  Volume Effect  Turnover  Information Flow  Multivariate Garch  Mixture Of Distributions Hypothesis  
SOME EMPIRICAL EVIDENCE ON THE OUTLIERS AND THE NON-NORMAL DISTRIBUTION OF FINANCIAL RATIOS Journal article
Journal of Business Finance & Accounting, 1987,Volume: 14,Issue: 4,Page: 483-496
Authors:  JACKY C. So
Favorite  |  View/Download:2/0  |  Submit date:2019/09/22