Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices
Year of publication: |
2017
|
---|---|
Authors: | Bauwens, Luc |
Other Persons: | Braione, Manuela (contributor) ; Storti, Giuseppe (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Korrelation | Correlation | Varianzanalyse | Analysis of variance | Volatilität | Volatility | Kapitalmarktrendite | Capital market returns |
Extent: | 1 Online-Ressource (33 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Annales d'Economie et de Statistique, 123-124,103-134, December, 2016 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 19, 2014 erstellt |
Classification: | C13 - Estimation ; C32 - Time-Series Models ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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