Sparse moving maxima models for tail dependence in multivariate financial time series

2013 ◽  
Vol 143 (5) ◽  
pp. 882-895 ◽  
Author(s):  
Rui Tang ◽  
Jun Shao ◽  
Zhengjun Zhang
Keyword(s):  
Time Series ◽  
Financial Time Series ◽  
Tail Dependence ◽  
Financial Time ◽  
Multivariate Financial Time Series

Monitoring the mean of multivariate financial time series

2013 ◽  
Vol 30 (3) ◽  
pp. 328-340 ◽  
Author(s):  
Robert Garthoff ◽  
Vasyl Golosnoy ◽  
Wolfgang Schmid
Keyword(s):  
Time Series ◽  
Financial Time Series ◽  
Financial Time ◽  
The Mean ◽  
Multivariate Financial Time Series

scholarly journals Multivariate Financial Time-Series Prediction With Certified Robustness

IEEE Access ◽  
2020 ◽  
Vol 8 ◽  
pp. 109133-109143 ◽  
Author(s):  
Hui Li ◽  
Yunpeng Cui ◽  
Shuo Wang ◽  
Juan Liu ◽  
Jinyuan Qin ◽  
...  
Keyword(s):  
Time Series ◽  
Financial Time Series ◽  
Time Series Prediction ◽  
Financial Time ◽  
Multivariate Financial Time Series
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