Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models
| Year of publication: |
2015
|
|---|---|
| Authors: | Luciani, Matteo ; Veredas, David |
| Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 34.2015, 3, p. 163-176
|
| Publisher: |
John Wiley & Sons, Ltd. |