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