Generalized dynamic factor models and volatilities: estimation and forecasting

From MaRDI portal
Revision as of 05:10, 1 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:1676377

DOI10.1016/J.JECONOM.2017.08.010zbMath1377.62194OpenAlexW1910333351MaRDI QIDQ1676377

Marc Hallin, Matteo Barigozzi

Publication date: 7 November 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/67455/





Related Items (14)




Cites Work




This page was built for publication: Generalized dynamic factor models and volatilities: estimation and forecasting