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~isPartOf:"Finmap working paper"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Clements, Adam"
~subject:"Dynamic covariance matrix"
~subject:"Estimation theory"
~subject:"Futures"
~subject:"Volatilität"
~subject:"long memory"
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Dynamic covariance matrix
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Clements, Adam
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Finmap working paper
Journal of banking & finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of forecasting
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A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
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