Estimating Factor Models for Multivariate Volatilities: An Innovation Expansion Method (Q3298480)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating Factor Models for Multivariate Volatilities: An Innovation Expansion Method |
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Estimating Factor Models for Multivariate Volatilities: An Innovation Expansion Method (English)
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14 July 2020
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dimension reduction
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factor models
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multivariate volatility
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