High-dimensional VARs with common factors (Q2688656)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: High-dimensional VARs with common factors |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-dimensional VARs with common factors |
scientific article |
Statements
High-dimensional VARs with common factors (English)
0 references
3 March 2023
0 references
common factors
0 references
connectedness
0 references
cross-sectional dependence
0 references
investor fear
0 references
high-dimensional VAR
0 references
nuclear-norm regularization
0 references
0 references
0 references
0 references
0 references
0 references
0 references
