Estimation and Forecasting in Large Datasets with Conditionally Heteroskedastic Dynamic Common factors
Year of publication: |
2009
|
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Authors: | Alessi, Lucia |
Other Persons: | Barigozzi, Matteo (contributor) ; Capasso, Marco (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Faktorenanalyse | Factor analysis | Volatilität | Volatility | Modellierung | Scientific modelling | Inflation |
Extent: | 1 Online-Ressource (45 p) |
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Series: | ECB Working Paper ; No. 1115 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 16, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1502684 [DOI] |
Classification: | C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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