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The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts
Varneskov, Rasmus, Voev, ValeriVolume:
20
Language:
english
Journal:
Journal of Empirical Finance
DOI:
10.1016/j.jempfin.2012.11.002
Date:
January, 2013
File:
PDF, 493 KB
english, 2013