Modeling Multivariate Volatilities via Latent Common Factors

DOI10.1080/07350015.2015.1092975MaRDI QIDQ154356FDO

Authors Weiming Li, Jing Gao, Kunpeng Li, Qiwei Yao

Publication date 15 September 2016

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Cited in

(1)

• StatPerMeCo

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