Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals (Q2305972): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2901124766 / rank | |||
Normal rank | |||
Revision as of 18:18, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals |
scientific article |
Statements
Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals (English)
0 references
20 March 2020
0 references
volatility
0 references
dynamic factor models
0 references
prediction intervals
0 references
GARCH
0 references
