المؤلفون: Alfelt, Gustav, 1985, Bodnar, Taras, Javed, Farrukh, Tyrcha, Joanna, 1956

المصدر: Journal of business & economic statistics. 41(3):833-845

مصطلحات موضوعية: Covariance targeting, High-dimensional data, Realized covariance matrix, Stock co-volatility, Time series matrix-variate model

وصف الملف: print

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-207419
https://doi.org/10.1080/07350015.2022.2075370

المؤلفون: Alfelt, Gustav, Bodnar, Taras, Javed, Farrukh, Tyrcha, Joanna

مصطلحات موضوعية: ddc:330, C32, C55, C58, G17, Covariance targeting, High-dimensional data, Realized covariance matrix, Stock co-volatility, Time series matrix-variate model

Relation: Series: Working Paper; No. 1/2021; gbv-ppn:1767332149; http://hdl.handle.net/10419/244576; RePEc:hhs:oruesi:2021_001

الاتاحة: http://hdl.handle.net/10419/244576

المؤلفون: Gustav Alfelt, Taras Bodnar, Farrukh Javed, Joanna Tyrcha

مصطلحات موضوعية: Statistics and Probability, G17, Economics and Econometrics, Time series matrix-variate model, Realized covariance matrix, Covariance targeting, High-dimensional data, ddc:330, C58, Stock co-volatility, Statistics, Probability and Uncertainty, C32, Social Sciences (miscellaneous), C55

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c1a8a10599b28a7589add6541ebdaa48
https://hdl.handle.net/10419/244576

المؤلفون: Alfelt, Gustav, Bodnar, Taras, Javed, Farrukh, Tyrcha, Joanna

مصطلحات الفهرس: Time series matrix-variate model, Realized covariance matrix, High-dimensional data, Covariance targeting, Stock co-volatility, Probability Theory and Statistics, Sannolikhetsteori och statistik, Manuscript (preprint), info:eu-repo/semantics/preprint, text

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-190795