Diego E. Fresoli
From MaRDI portal
Person:1659109
Available identifiers
zbMath Open fresoli.diego-eMaRDI QIDQ1659109
List of research outcomes
| Publication | Date of Publication | Type |
|---|---|---|
| Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models | 2023-09-12 | Paper |
| The uncertainty of conditional returns, volatilities and correlations in DCC models | 2018-08-15 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
| Property | Value |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: Diego E. Fresoli
