Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices
Luc Bauwens,, Manuela Braione,, Giuseppe Storti,Year:
2016
Language:
english
Journal:
Annals of Economics and Statistics
DOI:
10.15609/annaeconstat2009.123-124.0103
File:
PDF, 1.06 MB
english, 2016