The common and specific components of dynamic volatility (Q291638)
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scientific article; zbMATH DE number 6591648
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The common and specific components of dynamic volatility |
scientific article; zbMATH DE number 6591648 |
Statements
The common and specific components of dynamic volatility (English)
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10 June 2016
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APT
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ARCH
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factor models
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principal components
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volatility
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0.7889224886894226
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0.7854871153831482
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0.7852878570556641
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0.7787891030311584
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0.7746145129203796
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