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isPartOf:"Econometric reviews"
~person:"Anatolyev, Stanislav"
~person:"Djogbenou, Antoine A."
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Anatolyev, Stanislav
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Model selection in factor-augmented regressions with estimated factors
Djogbenou, Antoine A.
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 470-503
Persistent link: https://www.econbiz.de/10012515615
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Modeling and forecasting realized covariance matrices with accounting for leverage
Anatolyev, Stanislav
;
Kobotaev, Nikita
- In:
Econometric reviews
37
(
2018
)
1/5
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pp. 114-139
Persistent link: https://www.econbiz.de/10012038156
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