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~isPartOf:"Journal of empirical finance"
~person:"Gribisch, Bastian"
~subject:"Correlation"
~subject:"Finanzkrise"
~subject:"Großbritannien"
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Correlation
Finanzkrise
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Gribisch, Bastian
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Journal of empirical finance
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of banking & finance
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Journal of econometrics
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Journal of international money and finance
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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
Saved in:
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Exponential smoothing of realized portfolio weights
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Seifert, Miriam
- In:
Journal of empirical finance
53
(
2019
),
pp. 222-237
Persistent link: https://www.econbiz.de/10012171651
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