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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~person:"Daníelsson, Jón"
~person:"Mancino, Maria Elvira"
~person:"Robinson, Peter M."
~subject:"Estimation theory"
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Volatilität
Estimation theory
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Corsi, Fulvio
Daníelsson, Jón
Mancino, Maria Elvira
Robinson, Peter M.
Hyndman, Rob J.
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Chaleampong Kongcharoen
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International journal of forecasting
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
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