Time Series Modelling With Semiparametric Factor Dynamics (Q5256125): Difference between revisions
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Revision as of 15:25, 12 February 2024
scientific article; zbMATH DE number 6448251
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time Series Modelling With Semiparametric Factor Dynamics |
scientific article; zbMATH DE number 6448251 |
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Time Series Modelling With Semiparametric Factor Dynamics (English)
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22 June 2015
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asymptotic inference
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factor models
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implied volatility surface
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semiparametric models
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vector autoregressive process
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