Type of publication: Book / Working Paper
Language: English
Notes:
Jin, Xin and Maheu, John M and Yang, Qiao (2017): Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices.
Classification: C11 - Bayesian Analysis ; C14 - Semiparametric and Nonparametric Methods ; C32 - Time-Series Models ; c58 ; G17 - Financial Forecasting
Source:
BASE
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015257776