Showing 61 - 70 of 87
Persistent link: https://www.econbiz.de/10001509600
Persistent link: https://www.econbiz.de/10001550571
Persistent link: https://www.econbiz.de/10001470265
Persistent link: https://www.econbiz.de/10001470376
Persistent link: https://www.econbiz.de/10000994030
Persistent link: https://www.econbiz.de/10000994031
Persistent link: https://www.econbiz.de/10001415847
We propose a multiplicative dynamic factor structure for the conditional modelling of the variances of an N-dimensional vector of financial returns. We identify common and idiosyncratic conditional volatility factors. The econometric framework is based on an observation-driven time series model...
Persistent link: https://www.econbiz.de/10012591559
(US, Europe, Asia/Pacific, the Rest of the World and the Total) and investment types (Buyout & Growth Equity, Venture …
Persistent link: https://www.econbiz.de/10013285647