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The Digital Institutional Repository of IIM Bangalore
This repository provides metadata of IIMB Publications and aimed at creating and preserving an archive of Institution scholarship. IIMB Publications include Articles, Working Papers (FULL TEXT), Book Chapters published by Faculty, Doctoral Dissertations by FPM Scholars and Project reports of Students enrolled in various courses of IIMB.
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Browsing by Subject Multivariate time series
Showing results 1 to 2 of 2
| Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages |
|---|---|---|---|---|---|---|---|
| 2023 | Methods of analyzing structural breaks in multivariate time series: Applications to financial data | - | Soni, Anchal | iv, 178p. | |||
| 2023 | New methods of structural break detection and an ensemble approach to analyse exchange rate volatility of Indian rupee during coronavirus pandemic | - | Mareeswaran, M ; Sen, Shubhajit ; Deb, Soudeep | Journal of the Royal Statistical Society, Series A (Statistics in Society) |