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~isPartOf:"Economics letters"
~person:"Bollerslev, Tim"
~person:"Chen, Ping-Yu"
~person:"Mumtaz, Haroon"
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Bollerslev, Tim
Chen, Ping-Yu
Mumtaz, Haroon
Gupta, Rangan
5
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Equity clusters through the lens of realized semicorrelations
Bollerslev, Tim
;
Patton, Andrew J.
;
Zhang, Haozhe
- In:
Economics letters
211
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013172536
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2
A generalised stochastic volatility in mean VAR
Mumtaz, Haroon
- In:
Economics letters
173
(
2018
),
pp. 10-14
Persistent link: https://www.econbiz.de/10012022862
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