New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels
Year of publication: |
2014
|
---|---|
Authors: | Janus, Pawel |
Other Persons: | Lucas, Andre (contributor) ; Opschoor, Anne (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 19, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2457024 [DOI] |
Classification: | C32 - Time-Series Models ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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