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~accessRights:"restricted"
~person:"Trucíos, Carlos"
~subject:"Multivariate GARCH"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
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