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Modelling Multivariate Volatilities via Latent Common Factors

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
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