Generalized dynamic factor models and volatilities: estimation and forecasting (Q1676377): Difference between revisions
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Latest revision as of 02:43, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized dynamic factor models and volatilities: estimation and forecasting |
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Generalized dynamic factor models and volatilities: estimation and forecasting (English)
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7 November 2017
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volatility
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dynamic factor models
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GARCH models
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high-dimensional time series
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multivariate GARCH
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