Can the GQARCH Latent Factor Model Improve the Prediction Performance of Multivariate Financial Time Series?

2011 ◽  
Vol 31 (1-2) ◽  
pp. 73-116
Author(s):  
Mohamed Saidane ◽  
Christian Lavergne
Keyword(s):  
Time Series ◽  
Factor Model ◽  
Financial Time Series ◽  
Prediction Performance ◽  
Latent Factor ◽  
Financial Time ◽  
Latent Factor Model ◽  
Multivariate Financial Time Series

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pp. 328-340 ◽  
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Vasyl Golosnoy ◽  
Wolfgang Schmid
Keyword(s):  
Time Series ◽  
Financial Time Series ◽  
Financial Time ◽  
The Mean ◽  
Multivariate Financial Time Series

scholarly journals Multivariate Financial Time-Series Prediction With Certified Robustness

IEEE Access ◽  
2020 ◽  
Vol 8 ◽  
pp. 109133-109143 ◽  
Author(s):  
Hui Li ◽  
Yunpeng Cui ◽  
Shuo Wang ◽  
Juan Liu ◽  
Jinyuan Qin ◽  
...  
Keyword(s):  
Time Series ◽  
Financial Time Series ◽  
Time Series Prediction ◽  
Financial Time ◽  
Multivariate Financial Time Series
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