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