Bozen-Bolzano, 39100
Italy
Free University of Bozen-Bolzano, Faculty of Economics and Management
Energy Prices, Forecasting, Dynamic Factor Model, Sparse Estimation, Penalized Maximum Likelihood
Energy Prices, Forecasting, Dynamic Factor model, Sparse Estimation, Penalized Maximum Likelihood
semivariance, smoothed semicovariance, portfolio optimization, skewness
composite likelihood, independence likelihood, pairwise likelihood, multivariate analysis, sparsity-inducing penalization
