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1 Ergebnisse
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On the robustness of the principal volatility components:
Trucíos Maza, Carlos César
;
Hotta, Luiz Koodi
;
Pereira, Pedro L. Valls
EESP - Textos para Discussão; TD 474. , 2018
Link:
http://hdl.handle.net/10438/20721
RT Journal T1
On the robustness of the principal volatility components
UL https://suche.suub.uni-bremen.de/peid=base-ftfgv:oai:bibliotecadigital.fgv.br:10438_20721&Exemplar=1&LAN=DE A1 Trucíos Maza, Carlos César A1 Hotta, Luiz Koodi A1 Pereira, Pedro L. Valls YR 2018 K1 Conditional covariance matrix K1 Constant volatility K1 Curse of dimensionality K1 Jumps K1 Outlier K1 Economia K1 Análise de componentes principais K1 Mercado financeiro - Modelos econométricos K1 Investimentos - Análise JF EESP - Textos para Discussão; TD 474 LK http://hdl.handle.net/10438/20721 DO http://hdl.handle.net/10438/20721 SF ELIB - SuUB Bremen
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