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~isPartOf:"The European journal of finance"
~language:"eng"
~subject:"Kapitaleinkommen"
~subject:"Korrelation"
~subject:"Multivariate Analyse"
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Reactive global minimum variance portfolios with k-BAHC covariance cleaning
Bongiorno, Christian
;
Challet, Damien
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1344-1360
Persistent link: https://www.econbiz.de/10013532213
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2
A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices
Bonato, M.
;
Caporin, Massimiliano
;
Ranaldo, Angelo
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 761-774
Persistent link: https://www.econbiz.de/10009691781
Saved in:
3
Orthogonal GARCH and covariance matrix forecasting : the Nordic stock markets during the Asian financial crisis 1997 - 1998
Byström, Hans N. E.
- In:
The European journal of finance
10
(
2004
)
1
,
pp. 44-67
Persistent link: https://www.econbiz.de/10001957603
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