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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Αντωνόπουλος, Φώτιος
Άλλοι συγγραφείς: Antonopoulos, Fotios
Γλώσσα:English
Έκδοση: 2021
Θέματα:
Διαθέσιμο Online:http://hdl.handle.net/10889/15495