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0572656 - NHU-C 2024 RIV US eng J - Journal Article
Anatolyev, Stanislav - Staněk, Filip
Unrestricted, restricted, and regularized models for forecasting multivariate volatility.
Studies in Nonlinear Dynamics and Econometrics. Roč. 27, č. 2 (2023), s. 199-218. ISSN 1081-1826. E-ISSN 1558-3708
R&D Projects: GA ČR(CZ) GA20-28055S
Grant - others:UK(CZ) GAUK 264120
Institutional support: Cooperatio-COOP
Keywords : BEKK * CAW * covariance matrix
OECD category: Applied Economics, Econometrics
Impact factor: 0.8, year: 2022
Method of publishing: Limited access
https://doi.org/10.1515/snde-2021-0064
Permanent Link: https://hdl.handle.net/11104/0343259