Narrow search
Showing 1 - 3 of 3
Cover Image
Robustness and the general dynamic factor model with infinite-dimensional space : identification, estimation, and forecasting
Trucíos, Carlos; Mazzeu, João H. G.; Hotta, Luiz K.; … - In: International journal of forecasting 37 (2021) 4, pp. 1520-1534
Persistent link: https://www.econbiz.de/10013274311
Cover Image
MGARCH models: trade-off between feasibility and flexibility
Almeida, Daniel de; Hotta, Luiz K.; Ruiz, Esther - In: International journal of forecasting 34 (2018) 1, pp. 45-63
Persistent link: https://www.econbiz.de/10012030840
Cover Image
Forecasting Bitcoin risk measures : a robust approach
Trucíos, Carlos - In: International journal of forecasting 35 (2019) 3, pp. 836-847
Persistent link: https://www.econbiz.de/10012305182