Generalized dynamic factor models and volatilities: recovering the market volatility shocks (Q5093930)
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scientific article; zbMATH DE number 7565889
Language | Label | Description | Also known as |
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English | Generalized dynamic factor models and volatilities: recovering the market volatility shocks |
scientific article; zbMATH DE number 7565889 |
Statements
Generalized dynamic factor models and volatilities: recovering the market volatility shocks (English)
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2 August 2022
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block structure
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dynamic factor models
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volatility
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