Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach (Q6586883)
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scientific article; zbMATH DE number 7896289
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| English | Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach |
scientific article; zbMATH DE number 7896289 |
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Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach (English)
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13 August 2024
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