Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models
Year of publication: |
2015
|
---|---|
Authors: | Luciani, Matteo ; Veredas, David |
Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 34.2015, 3, p. 163-176
|
Publisher: |
John Wiley & Sons, Ltd. |
Saved in:
freely available
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