Generalized dynamic factor models and volatilities
In recent decades, financial market data has become available with increasingly higher frequency and higher dimension. This rapidly growing amount of financial data has created many research opportunities and challenges. In finance, where risk management and portfolio optimization are one of the...
Κύριος συγγραφέας: | |
---|---|
Άλλοι συγγραφείς: | |
Γλώσσα: | English |
Έκδοση: |
2021
|
Θέματα: | |
Διαθέσιμο Online: | http://hdl.handle.net/10889/15495 |