Diego E. Fresoli
From MaRDI portal
Person:1659109
Available identifiers
zbMath Open fresoli.diego-eMaRDI QIDQ1659109
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 | 2023-09-12 | Paper |
| The uncertainty of conditional returns, volatilities and correlations in DCC models | 2018-08-15 | Paper |
Research outcomes over time
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