João Henrique G. Mazzeu
From MaRDI portal
Person:5861022
Available identifiers
zbMath Open mazzeu.joao-henrique-gMaRDI QIDQ5861022
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 |
|---|---|---|
| Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach | 2024-08-13 | Paper |
| A bootstrap approach for generalized autocontour testing implications for VIX forecast densities | 2022-03-04 | Paper |
Research outcomes over time
This page was built for person: João Henrique G. Mazzeu
