
Network-based analysis of gene expression data
Apr 29, 2016 - 0
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Many economic and financial time series exhibit time-varying volatility. GARCH models are tools for forecasting and analyzing the dynamics of this volatility. The co-movements in financial markets and financial assets ar...
Modeling the dynamics of large conditional heteroskedastic covariance matrices is an episode from Fakultät für Mathematik, Informatik und Statistik - Digitale Hochschulschriften der LMU - Teil 02/02 by Ludwig-Maximilians-Universität München...
This episode belongs to Fakultät für Mathematik, Informatik und Statistik - Digitale Hochschulschriften der LMU - Teil 02/02.
Use the player on this page to stream the episode online.
Published Dec 11, 2015, 0 long, audio available.