Forecasting multivariate volatilities with exogenous predictors : an application to industry diversification strategies

Luo, Jiawen; Ҫepni, Oğuzhan; Demirer, Rıza; Gupta, Rangan

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Title:

Forecasting multivariate volatilities with exogenous predictors : an application to industry diversification strategies

Series title:

Department of Economics working paper series / Department of Economics, University of Pretoria

Authors:

Luo, Jiawen
Ҫepni, Oğuzhan
Demirer, Rıza
Gupta, Rangan

Document Type:

Book

Place of Publication and Publisher:

Pretoria, South Africa : Department of Economics, University of Pretoria

Year of Publication:

2022

Original URL:

https://www.up.ac.za/media/shared/61/WP/wp_2022_58.zp229000.pdf

Language:

English (eng)

Citation:

Luo, Jiawen/Ҫepni, Oğuzhan et. al. (2022). Forecasting multivariate volatilities with exogenous predictors : an application to industry diversification strategies. Pretoria, South Africa : Department of Economics, University of Pretoria.
https://www.up.ac.za/media/shared/61/WP/wp_2022_58.zp229000.pdf.

Appears in Collections:

Department of Economics working paper series

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