Estimating and Forecasting Large Panels of Volatilities

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收藏 2015-07-27

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【作者(必填)】[size=11.30434799194336px]Matteo Luciani[size=11.30434799194336px], [size=11.30434799194336px]David Veredas[size=11.30434799194336px].

【文题(必填)】[size=11.30434799194336px] Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models

【年份(必填)】2015

【全文链接或数据库名称(选填)】Journal of Forecasting,[size=11.30434799194336px]http://onlinelibrary.wiley.com/doi/10.1002/for.2325/pdf