Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

High Dimensional Nonstationary Time Series | Conference: Challenges in Financial Risk Measurement

Conference: Challenges in Financial Risk Measurement

20.05.2014. Mihoci, Andrija presented his paper on “Adaptive Order Flow Forecasting with Multiplicative Error Models” at the conference on “Challenges in Financial Risk Measurement” in Drübeck, Germany.