Bastian Gribisch

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Person:738146

Available identifiers

zbMath Open gribisch.bastianMaRDI QIDQ738146

List of research outcomes





PublicationDate of PublicationType
Sample and realized minimum variance portfolios: estimation, statistical inference, and tests2024-09-11Paper
Modeling realized covariance measures with heterogeneous liquidity: a generalized matrix-variate Wishart state-space model2023-06-09Paper
Estimating stochastic volatility models using realized measures2023-03-30Paper
Dynamic principal component CAW models for high-dimensional realized covariance matrices2021-06-02Paper
Multivariate Wishart stochastic volatility and changes in regime2018-11-12Paper
The conditional autoregressive Wishart model for multivariate stock market volatility2016-08-15Paper

Research outcomes over time

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