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~subject:"Zeitreihenanalyse"
~person:"Zevallos, Mauricio"
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Zeitreihenanalyse
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Zevallos, Mauricio
Hallin, Marc
5
Cubadda, Gianluca
4
Hotta, Luiz K.
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Härdle, Wolfgang
4
Mazzeu, João H. G.
4
Pereira, Pedro L. Valls
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Trucíos, Carlos
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Fried, Roland
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Okhrin, Ostap
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Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
Saved in:
2
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
-
2019
Persistent link: https://www.econbiz.de/10012064776
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