Large-scale volatility models: theoretical properties of professionals’ practice (Q3552839)
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scientific article; zbMATH DE number 5697499
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| English | Large-scale volatility models: theoretical properties of professionals’ practice |
scientific article; zbMATH DE number 5697499 |
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Large-scale volatility models: theoretical properties of professionals’ practice (English)
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22 April 2010
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GARCH
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RiskMetrics
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forecasting
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multivariate volatility model
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0.88614583
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0.87958634
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0.8664335
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