Sequential estimation of multivariate factor stochastic volatility models (Q6845771)
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scientific article; zbMATH DE number 8171423
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| English | Sequential estimation of multivariate factor stochastic volatility models |
scientific article; zbMATH DE number 8171423 |
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Sequential estimation of multivariate factor stochastic volatility models (English)
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12 March 2026
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estimation
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efficient method of moments
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multivariate stochastic volatility
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factor models
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curse of dimensionality
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