Pages that link to "Item:Q1927084"
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The following pages link to Jump robust daily covariance estimation by disentangling variance and correlation components (Q1927084):
Displayed 7 items.
- The minimum regularized covariance determinant estimator (Q92466) (← links)
- Forecasting correlations during the late-2000s financial crisis: the short-run component, the long-run component, and structural breaks (Q1623507) (← links)
- Special issue on robust analysis of complex data (Q1800103) (← links)
- Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers (Q2116339) (← links)
- DYNAMIC MODELING OF HIGH-DIMENSIONAL CORRELATION MATRICES IN FINANCE (Q3166712) (← links)
- Jump robust two time scale covariance estimation and realized volatility budgets (Q4683042) (← links)
- The impact of jumps and leverage in forecasting covolatility (Q5864641) (← links)