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1 Ergebnisse
1
Forecasting Conditional Covariance Matrices in High-Dimensi..:
Hallin, Marc
;
Hotta, Luis K
;
Mazzeu, João H. G
...
uri/info:repec/RePEc:eca:wpaper:2013/288066. , 2019
Link:
http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac...
RT Journal T1
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach
UL https://suche.suub.uni-bremen.de/peid=base-ftunivbruxelles:oai:dipot.ulb.ac.be:2013_288066&Exemplar=1&LAN=DE A1 Hallin, Marc A1 Hotta, Luis K A1 Mazzeu, João H. G A1 Trucios-Maza, Carlos Cesar A1 Valls Pereira, Pedro L A1 Zevallos, Mauricio YR 2019 K1 Econométrie et méthodes statistiques :théorie et applications K1 Dimension reduction K1 Large panels K1 High-dimensional time series K1 Minimum variance portfolio K1 Volatility K1 Multivariate GARCH JF uri/info:repec/RePEc:eca:wpaper:2013/288066 LK http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/288066 DO http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/288066 SF ELIB - SuUB Bremen
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