Work

Snapshots of A Responsive Variance and Covariance Matrix Forecaster for Multiple Horizons and Asset Classes

Year: 2026

Type: article

Source: Practical Applications

DOI: 10.3905/snp.2026.jpm.069

Author: Derived from original PMR research written by Jorge Guijarro-Ordonez, Misha van Beek, and Amandeep Dhaliwal using AI and an editor

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7225078731

FWCI:

Cites:

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Related to: 10