Outlier Robust Methods for Forecasting Realized Covariance Matrices
Year of publication: |
[2023]
|
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Authors: | Li, Dan ; Drovandi, Chris ; Clements, Adam |
Publisher: |
[S.l.] : SSRN |
Subject: | Korrelation | Correlation | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (22 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 16, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4419947 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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