Multivariate high-frequency-based volatility (HEAVY) models

Multivariate high-frequency-based volatility (HEAVY) models

Diaa Noureldin, Neil Shephard, Kevin Sheppard
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Volume:
27
Year:
2012
Language:
english
Pages:
1
DOI:
10.1002/jae.1260
File:
PDF, 545 KB
english, 2012
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