2

Modelling and forecasting multivariate realized volatility

Year:
2011
Language:
english
File:
PDF, 288 KB
english, 2011
4

Integrated Covariance Estimation using High-frequency Data in the Presence of Noise

Year:
2006
Language:
english
File:
PDF, 677 KB
english, 2006
7

Forecasting Covariance Matrices: A Mixed Approach

Year:
2014
Language:
english
File:
PDF, 902 KB
english, 2014
11

Integrated Covariance Estimation Using High-Frequency Data in the Presence of Noise

Year:
2006
Language:
english
File:
PDF, 657 KB
english, 2006