To access the full text documents, please follow this link: http://hdl.handle.net/2099.1/20838
dc.contributor | Universitat Politècnica de Catalunya. Departament de Llenguatges i Sistemes Informàtics |
---|---|
dc.contributor | Arratia Quesada, Argimiro Alejandro |
dc.contributor.author | Mohammadi, Gehlavij |
dc.date | 2014-01 |
dc.identifier.uri | http://hdl.handle.net/2099.1/20838 |
dc.language.iso | eng |
dc.publisher | Universitat Politècnica de Catalunya |
dc.rights | Attribution-NonCommercial-NoDerivs 3.0 Spain |
dc.rights | info:eu-repo/semantics/openAccess |
dc.rights | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
dc.subject | Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica |
dc.subject | Multivariate analysis |
dc.subject | Causality graphs |
dc.subject | Graphical statistics |
dc.subject | Var models |
dc.subject | Volatility spillover |
dc.subject | Financial time series |
dc.subject | Anàlisi multivariable |
dc.subject | Classificació AMS::62 Statistics::62H Multivariate analysis |
dc.title | Exploring linkages between international stock markets using Graphical models for multivariate time series |
dc.title | Graphical models for Financial Time Series Analysis |
dc.type | info:eu-repo/semantics/masterThesis |
dc.description.abstract |