Dynamic Factor Correlation Model

Fuente: arXiv
Guardado en:
Detalles Bibliográficos
Autores principales: Tong, Chen, Hansen, Peter Reinhard
Formato: Preprint
Publicado: 2025
Materias:
Acceso en línea:
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
_version_ 1866909520965402624
author Tong, Chen
Hansen, Peter Reinhard
author_facet Tong, Chen
Hansen, Peter Reinhard
contents We introduce a new dynamic factor correlation model with a novel variation-free parametrization of factor loadings. The model is applicable to high dimensions and can accommodate time-varying correlations, heterogeneous heavy-tailed distributions, and dependent idiosyncratic shocks, such as those observed in returns on stocks in the same subindustry. We apply the model to a "small universe" with 12 asset returns and to a "large universe" with 323 asset returns. The former facilitates a comprehensive empirical analysis and comparisons and the latter demonstrates the flexibility and scalability of the model.
format Preprint
id arxiv_https___arxiv_org_abs_2503_01080
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Dynamic Factor Correlation Model
Tong, Chen
Hansen, Peter Reinhard
Econometrics
Risk Management
We introduce a new dynamic factor correlation model with a novel variation-free parametrization of factor loadings. The model is applicable to high dimensions and can accommodate time-varying correlations, heterogeneous heavy-tailed distributions, and dependent idiosyncratic shocks, such as those observed in returns on stocks in the same subindustry. We apply the model to a "small universe" with 12 asset returns and to a "large universe" with 323 asset returns. The former facilitates a comprehensive empirical analysis and comparisons and the latter demonstrates the flexibility and scalability of the model.
title Dynamic Factor Correlation Model
topic Econometrics
Risk Management
url https://arxiv.org/abs/2503.01080