2024-03-28T16:35:42Z
https://oai.zbmath.org/v1/
oai:zbmath.org:7341252
2021-04-29T13:03:17Z
62
65
Zhang, Yongli; Rolling, Craig; Yang, Yuhong
2021
7341252
English
Elsevier (Academic Press), San Diego, CA
https://zbmath.org/07341252
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J. Multivariate Anal. 183, Article ID 104710, 14 p. (2021).
62H12; 62F12; 62M10; 62P20; 65D07
Estimating and forecasting dynamic correlation matrices: a nonlinear common factor approach
j