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Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Publication: "FRM Financial Risk Meter"

 

 

 

Publication

 

Andrija Mihoci's, Michael Althof's, Cathy YH Chen's, and Prof. Wolfgang Härdle's paper entitled "FRM Financial Risk Meter" has been published in Advances in Econometrics, The Econometrics of Networks.

Congratulations!