Pages that link to "Item:Q1792481"
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The following pages link to Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions (Q1792481):
Displaying 6 items.
- Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers (Q2116339) (← links)
- Estimation of the stochastic leverage effect using the Fourier transform method (Q2274297) (← links)
- Large-scale portfolio allocation under transaction costs and model uncertainty (Q2323379) (← links)
- A generalized heterogeneous autoregressive model using market information (Q5092664) (← links)
- Monitoring mean changes in persistent multivariate time series (Q5163039) (← links)
- Modeling realized covariance measures with heterogeneous liquidity: a generalized matrix-variate Wishart state-space model (Q6163267) (← links)
