Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models
Year of publication: |
2013
|
---|---|
Authors: | Veredas, David |
Other Persons: | Luciani, Matteo (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Panel | Panel study | Schätztheorie | Estimation theory | Schätzung | Estimation |
Extent: | 1 Online-Ressource (19 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 28, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.1927338 [DOI] |
Classification: | C32 - Time-Series Models ; C51 - Model Construction and Estimation ; G01 - Financial Crises |
Source: | ECONIS - Online Catalogue of the ZBW |
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