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~accessRights:"free"
~isPartOf:"Working paper"
~language:"eng"
~person:"Asai, Manabu"
~person:"Javed, Farrukh"
~subject:"Time series analysis"
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Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
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2014
Persistent link: https://www.econbiz.de/10010348322
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2
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
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2010
Persistent link: https://www.econbiz.de/10008688575
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3
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
-
2021
Persistent link: https://www.econbiz.de/10012603081
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4
A reality check on the GARCH-MIDAS volatility models
Virk, Nader Shahzad
;
Javed, Farrukh
;
Awartani, Basel
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2021
Persistent link: https://www.econbiz.de/10012604771
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