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  • Search: subject:"Multi-dimensional volatility process"
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Subject
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ARCH model 1 ARCH-Modell 1 Eigenanalysis 1 Estimation 1 Factor analysis 1 Faktorenanalyse 1 Latent factors 1 Multi-dimensional volatility process 1 Multivariate Analyse 1 Multivariate analysis 1 Schätzung 1 Theorie 1 Theory 1 Time series analysis 1 Volatility 1 Volatility space 1 Volatilität 1 Zeitreihenanalyse 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Gao, Jing 1 Li, Kunpeng 1 Li, Weiming 1 Yao, Qiwei 1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1
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ECONIS (ZBW) 1
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Modeling multivariate volatilities via latent common factors
Li, Weiming; Gao, Jing; Li, Kunpeng; Yao, Qiwei - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 564-573
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