A Factor-GARCH Model for High Dimensional Volatilities
Crossref DOI link: https://doi.org/10.1007/s10255-022-1104-6
Published Online: 2022-07-01
Published Print: 2022-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Li, Xiao-ling
Li, Yuan
Pan, Jia-zhu
Zhang, Xing-fa
Text and Data Mining valid from 2022-07-01
Version of Record valid from 2022-07-01
Article History
Received: 22 July 2021
Accepted: 15 December 2021
First Online: 1 July 2022