Model-based vs. agnostic methods for the prediction of time-varying covariance matrices
Crossref DOI link: https://doi.org/10.1007/s10479-024-06238-4
Published Online: 2024-09-13
Published Print: 2025-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Fermanian, Jean-David
Poignard, Benjamin
Xidonas, Panos https://orcid.org/0000-0003-3325-1474
Text and Data Mining valid from 2024-09-13
Version of Record valid from 2024-09-13
Article History
Received: 3 June 2024
Accepted: 13 August 2024
First Online: 13 September 2024
Declarations
:
: The authors declare that have no conflicts of interest to disclose.