The following pages link to DYNAMIC FACTOR MODELS (Q4471130):
Displaying 6 items.
- Short cuts to dynamic factor demand modelling (Q1580336) (← links)
- Using principal component analysis to estimate a high dimensional factor model with high-frequency data (Q1676387) (← links)
- Correlated risks vs contagion in stochastic transition models (Q1994154) (← links)
- Stochastic volatility duration models (Q2439049) (← links)
- Extremes of Some Sub-Sampled Time Series (Q4455666) (← links)
- Dynamic Factor Models (Q5119540) (← links)