DYNAMIC MODELING OF HIGH-DIMENSIONAL CORRELATION MATRICES IN FINANCE (Q3166712): Difference between revisions

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+The Distribution of Realized Exchange Rate Volatility
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+Modeling and Forecasting Realized Volatility
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+Using High-Frequency Data in Dynamic Portfolio Choice
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+Q4003578
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+Computing the nearest correlation matrix--a problem from finance
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+Forecasting Using Principal Components From a Large Number of Predictors
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+A Tale of Two Time Scales
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