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~accessRights:"restricted"
~person:"Del Negro, Marco"
~person:"Liesenfeld, Roman"
~person:"McAleer, Michael"
~subject:"Analysis of variance"
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Factor state-space models for high-dimensional realized covariance matrices of asset returns
Gribisch, Bastian
;
Hartkopf, Jan Patrick
;
Liesenfeld, Roman
- In:
Journal of empirical finance
55
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012175249
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