Estimating factor models for multivariate volatilities: an innovation expansion method

Jiazhu Pan, Wolfgang Polonik, Qiwei Yao

Research output: Chapter in Book/Report/Conference proceedingConference contribution book

3 Citations (Scopus)
84 Downloads (Pure)

Fingerprint

Dive into the research topics of 'Estimating factor models for multivariate volatilities: an innovation expansion method'. Together they form a unique fingerprint.

Mathematics

Business & Economics