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type:"book"
~isPartOf:"Journal of financial econometrics"
~person:"Bottazzi, Giulio"
~person:"Diebold, Francis X."
~person:"Lucas, André"
~person:"Sornette, Didier"
~type:"article"
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Fractional integration and fat tails for realized covariance kernels
Opschoor, Anne
;
Lucas, André
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 66-90
Persistent link: https://www.econbiz.de/10012054426
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