Work

Forecasting High-Dimensional Portfolios

Year: 2025

Type: article

Source: Journal of Time Series Econometrics

DOI: 10.1515/jtse-2023-0011

Author: Raffaele Mattera

Institution: University of Campania "Luigi Vanvitelli"

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4409623738

FWCI:

Cites: 75

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Related to: 10