"Dynamic Covariance Models for Multivariate Financial Time Series."

Yue Wu, José Miguel Hernández-Lobato, Zoubin Ghahramani (2013)

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DOI: —

access: open

type: Conference or Workshop Paper

metadata version: 2019-05-29

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  - conf/icml/WuHG13
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Yue Wu, José Miguel Hernández-Lobato, Zoubin Ghahramani:
Dynamic Covariance Models for Multivariate Financial Time Series. ICML (3) 2013: 558-566

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