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Vector Autoregressive Models for Multivariate Time Series

2003226 citationsBook Chapter

Authors

Eric Zivot · University of Washington

Jiahui Wang · Ronin Institute

Topics & Keywords

Monetary Policy and Economic Impact Market Dynamics and Volatility Forecasting Techniques and Applications

Publication Details

DOI: 10.1007/978-0-387-21763-5_11

Field-Weighted Citation Impact: 0.00

Vector Autoregressive Models for Multivariate Time Series | Researchclopedia