Pages that link to "Item:Q5952301"
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The following pages link to Nonparametric factor analysis of residual time series (Q5952301):
Displaying 8 items.
- Efficient estimation of a multivariate multiplicative volatility model (Q736688) (← links)
- Incorporating overnight and intraday returns into multivariate GARCH volatility models (Q2190235) (← links)
- On time-varying factor models: estimation and testing (Q2294514) (← links)
- Time-varying general dynamic factor models and the measurement of financial connectedness (Q2658788) (← links)
- LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION (Q3108568) (← links)
- LET’S GET LADE: ROBUST ESTIMATION OF SEMIPARAMETRIC MULTIPLICATIVE VOLATILITY MODELS (Q3450342) (← links)
- (Q4212940) (← links)
- A new factor analysis model for factors obeying a Gamma distribution (Q6662593) (← links)