On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model (Q4687601)
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scientific article; zbMATH DE number 6952592
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model |
scientific article; zbMATH DE number 6952592 |
Statements
On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model (English)
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12 October 2018
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realized covariance
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portfolio optimisation
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economic evaluation
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