Budafoki ut 8.
Budapest, 1111
Hungary
Budapest University of Technology and Economics
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Doctoral education, human resources, modernization, Central- and South-East Europe
Mean reversion, sparse estimation, convergence trading, parameter estimation, VAR(1) model, covariance selection, financial time series
mean reversion, sparse estimation, convergence trading, parameter estimation, VAR(1) model, covariance selection, financial time series