多元时间序列分析及其在金融中的应用

Multivariatetimeseriesanalysisconsiderssimultaneouslymultipletimeseries.Itisabranchofmultivariatestatisticalanalysisbutdealsspecificallywithdependentdata.Itis,ingeneral,muchmorecomplicatedthantheunivariatetimeseriesanalysis,especiallywhenthenumberofseriesconsideredislarge.Westudythismo