Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals (Q2305972): Difference between revisions

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Latest revision as of 02:09, 22 July 2024

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Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals
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    Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals (English)
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    20 March 2020
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    volatility
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    dynamic factor models
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    prediction intervals
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    GARCH
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