List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models Economics Letters | 2023-09-12 | Paper |
| The uncertainty of conditional returns, volatilities and correlations in DCC models Computational Statistics and Data Analysis | 2018-08-15 | Paper |
Research outcomes over time
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