System Risks In Information-Rich Environments: Monitoring For Safe And Cost-Effective Operation (Bridging The Gap) / RA4505

Project: Research - Internally Allocated

  • 1 Conference contribution book
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  • 2010

    Estimating factor models for multivariate volatilities: an innovation expansion method

    Pan, J., Polonik, W. & Yao, Q., 30 Sept 2010, Proceedings of COMPSTAT 2010. Lechevallier, L. & Saporta, G. (eds.). Heidelberg, p. 305-314 10 p. (A Physica Verlag Heidelberg product).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution book

    4 Citations (Scopus)
    84 Downloads (Pure)