Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models
Year: 2011
Type: preprint
Source: SSRN Electronic Journal
DOI: 10.2139/ssrn.1927338
Authors: David Veredas, Matteo Luciani
Institutions: Vlerick Business School, Federal Reserve Board of Governors
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W1575484098