Maurizio Daniele | DeepAI

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Featured Co-authors

Julie Schnaitmann
3 publications
Aygul Zagidullina
2 publications
Winfried Pohlmeier
1 publication

research

∙ 12/12/2019

A Regularized Factor-augmented Vector Autoregressive Model

We propose a regularized factor-augmented vector autoregressive (FAVAR) ...

0 Maurizio Daniele, et al. ∙

research

∙ 06/13/2019

Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices

We propose a novel estimation approach for the covariance matrix based o...

0 Maurizio Daniele, et al. ∙