Pages that link to "Item:Q2163718"
From MaRDI portal
The following pages link to A dynamic factor model with stylized facts to forecast volatility for an optimal portfolio (Q2163718):
Displaying 4 items.
- Portfolio optimization and a factor model in a stochastic volatility market (Q3426318) (← links)
- Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models (Q4687540) (← links)
- A flexible observed factor model with separate dynamics for the factor volatilities and their correlation matrix (Q4970975) (← links)
- Scenario analysis for derivative portfolios via dynamic factor models (Q4991043) (← links)