Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference57 articles.
1. Bayesian dynamic factor models and variance matrix discounting for portfolio allocation;Aguilar;Journal of Business and Economic Statistics,2000
2. Asymmetric correlations of equity portfolios;Ang;Journal of Financial Econometrics,2002
3. The structure of dynamic correlations in multivariate stochastic volatility models;Asai;Journal of Econometrics,2009
4. Determining the number of factors in approximate factor models;Bai;Econometrica,2002
5. Multivariate GARCH : A survey;Bauwens;Journal of Applied Econometrics,2006
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献