Pages that link to "Item:Q1676377"
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The following pages link to Generalized dynamic factor models and volatilities: estimation and forecasting (Q1676377):
Displaying 10 items.
- Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction (Q1739867) (← links)
- Nearest comoment estimation with unobserved factors (Q2190230) (← links)
- Predicting the VIX and the volatility risk premium: the role of short-run funding spreads volatility factors (Q2224982) (← links)
- Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals (Q2305972) (← links)
- Dynamic factor long memory volatility (Q4555133) (← links)
- Extracting Conditionally Heteroskedastic Components using Independent Component Analysis (Q5111846) (← links)
- Editors' introduction (Q5915738) (← links)
- Factor models for high‐dimensional functional time series I: Representation results (Q6135371) (← links)
- Factor models for high‐dimensional functional time series II: Estimation and forecasting (Q6135372) (← links)
- Inferential theory for generalized dynamic factor models (Q6150524) (← links)
