Estimating Factor Models for Multivariate Volatilities: An Innovation Expansion Method
1990 ◽
Vol 48
(2)
◽
pp. 4-5
2018 ◽
Vol 64
(5-6)
◽
pp. 295-306
◽
2005 ◽
Vol 17
(2)
◽
pp. 231-236
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2018 ◽
Vol E101.B
(4)
◽
pp. 1069-1075
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Keyword(s):
2015 ◽
Vol 11
(3)
◽
pp. 3134-3138
◽
2014 ◽
Vol 36
(10)
◽
pp. 2078-2086
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