Modelling and Forecasting Multivariate Realized Volatility
Year of publication: |
2008-09-02
|
---|---|
Authors: | Chiriac, Roxana ; Voev, Valeri |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Forecasting | Fractional integration | Stochastic dominance | Portfolio optimization | Realized covariance |
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