Modelling Multivariate Volatilities via Latent Common Factors
Li, Weiming; Gao, Jing; Li, Kunpeng; Yao, Qiwei
- 期刊名称Journal of Business & Economic Statistics
- 作者Li, Weiming; Gao, Jing; Li, Kunpeng; Yao, Qiwei
- 印刷ISSN0735-0015
- 电子ISSN1537-2707
- 文件大小644.59KB
- 发表时间2015-10-20
- DOI10.1080/07350015.2015.1092975