Keyphrases
Application Method
20%
Asset Returns
20%
Bayesian Methods
20%
Co-movement
40%
Copula
20%
Copyright
20%
Dependence Estimation
20%
Dynamic Covariance
100%
Effectiveness Evaluation
20%
Factor Mapping
100%
Financial Applications
20%
Financial Risk Management
100%
Flexible Modeling
20%
Generalized Autoregressive Conditional Heteroscedasticity Model
20%
High Computational Efficiency
20%
Hong Kong Stock Market
20%
Large Portfolio
20%
Mapping Application
100%
Mapping Matrix
20%
Mapping Method
20%
Mapping Model
20%
Matrix Estimation
20%
Modified Technique
20%
Number of Parameters
20%
Number of Risk Factors
20%
Proposed Methodology
40%
Risk Factors
100%
Risk Mapping
20%
Risk Measures
40%
Time Complexity
20%
Time-varying Dependence
20%
Computer Science
Computational Efficiency
100%
Risk Management
100%
Time Complexity
100%
Unknown Parameter
100%
Economics, Econometrics and Finance
ARCH Model
16%
Bayesian
16%
Capital Market Returns
16%
Financial Risk Management
100%
Risk Factor
100%