An efficient multivariate volatility model for many assets

Fuente: arXiv

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Bibliographic Details
Main Authors:	Li, Wenyu, Lin, Yuchang, Zhu, Qianqian, Li, Guodong
Format:	Preprint
Published:	2024
Subjects:	Methodology
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2402.00597