Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
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1435-8921
- Extent
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Online-Ressource
- Language
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Englisch
- Notes
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online resource.
- Bibliographic citation
-
Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models ; day:5 ; month:5 ; year:2022 ; pages:1-44
Empirical economics ; (5.5.2022), 1-44
- Classification
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Wirtschaft
- Creator
- Contributor
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SpringerLink (Online service)
- DOI
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10.1007/s00181-022-02245-1
- URN
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urn:nbn:de:101:1-2022071319261082195038
- Rights
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
15.08.2025, 7:37 AM CEST
Data provider
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Associated
- Hartkopf, Jan Patrick
- SpringerLink (Online service)
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