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person:"Elpelt, Bärbel"
~isPartOf:"The European journal of finance"
~person:"Aielli, Gian Piero"
~person:"Brechmann, E. C."
~person:"Caporin, Massimiliano"
~person:"Herwartz, Helmut"
~source:"econis"
~subject:"Korrelation"
~type_genre:"Aufsatz in Zeitschrift"
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A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices
Bonato, M.
;
Caporin, Massimiliano
;
Ranaldo, Angelo
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 761-774
Persistent link: https://www.econbiz.de/10009691781
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