CUED Publications database

Dynamic Covariance Models for Multivariate Financial Time Series.

Wu, Y and Hernández-Lobato, JM and Ghahramani, Z (2013) Dynamic Covariance Models for Multivariate Financial Time Series. In: UNSPECIFIED pp. 558-566..

Full text not available from this repository.
Item Type: Conference or Workshop Item (UNSPECIFIED)
Subjects: UNSPECIFIED
Divisions: Div F > Computational and Biological Learning
Depositing User: Cron Job
Date Deposited: 17 Jul 2017 20:26
Last Modified: 27 Jul 2017 05:33
DOI: