Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model - MaRDI portal

Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model

From MaRDI portal

Publication:6620851

Jump to:navigation, search

DOI10.1080/07350015.2020.1806853zbMath1547.62828MaRDI QIDQ6620851

Mengheng Li, Marcel Scharth

Publication date: 17 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

This page was built for publication: Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:6620851&oldid=40180452"