List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| The Generalized Conditional Autoregressive Wishart Model for Multivariate Realized Volatility Journal of Business and Economic Statistics | 2024-10-09 | Paper |
| Adjusting covariance matrix for risk management Quantitative Finance | 2020-12-07 | Paper |
Research outcomes over time
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