Robust multivariate modeling in finance

International Journal of Managerial Finance

Volumn 1, Issue 2, 2005, Pages 95-107

  De Melo Mendes, Beatriz Vaz ^a   Leal, Ricardo Pereira Cmara ^a  

^a FEDERAL UNIVERSITY OF RIO DE JANEIRO   (Brazil)

Author keywords

Estimation; Financial modelling; Multivariate analysis; Variance

Indexed keywords

EID: 21844463812     PISSN: 17439132     EISSN: None     Source Type: Journal    
DOI: 10.1108/17439130510600811     Document Type: Article

References (20)

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