From zero to hero: realized partial (co)variances (Q2106366)
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scientific article; zbMATH DE number 7633043
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| English | From zero to hero: realized partial (co)variances |
scientific article; zbMATH DE number 7633043 |
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From zero to hero: realized partial (co)variances (English)
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14 December 2022
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high-frequency data
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realized variation
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volatility forecasting
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