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~person:"Barigozzi, Matteo"
~source:"econis"
~subject:"Forecasting model"
~subject:"Volatility"
~subject:"contagion"
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Barigozzi, Matteo
Hallin, Marc
26
Trucíos, Carlos
7
Soccorsi, Stefano
5
Hotta, Luiz K.
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Mazzeu, João H. G.
4
Pereira, Pedro L. Valls
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Zevallos, Mauricio
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La Vecchia, Davide
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ECONIS (ZBW)
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1
Dynamic factor models: a genealogy
Barigozzi, Matteo
;
Hallin, Marc
-
2023
Persistent link: https://www.econbiz.de/10014391458
Saved in:
2
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
-
2019
Persistent link: https://www.econbiz.de/10012064799
Saved in:
3
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
-
2019
Persistent link: https://www.econbiz.de/10012183847
Saved in:
4
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
-
2018
Persistent link: https://www.econbiz.de/10012064840
Saved in:
5
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
6
Identification of global and national shocks in international financial markets via general dynamic factor models
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
-
2017
Persistent link: https://www.econbiz.de/10011673310
Saved in:
7
Time series in high dimensions : the general dynamic factor model
Hallin, Marc
(
ed.
);
Lippi, Marco
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012002347
Saved in:
8
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
Saved in:
9
Networks, dynamic factors, and the volatility analysis of high-dimensional financial series
Barigozzi, Matteo
;
Hallin, Marc
-
2015
Persistent link: https://www.econbiz.de/10011622692
Saved in:
10
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
-
2015
Persistent link: https://www.econbiz.de/10011289224
Saved in:
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