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~person:"Golosnoy, Vasyl"
~source:"econstor"
~subject:"Dynamic covariance matrix"
~subject:"Estimation theory"
~subject:"Futures"
~subject:"Volatilität"
~subject:"long memory"
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Golosnoy, Vasyl
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Intra-daily volatility spillovers between the US and German stock markets
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
-
2012
Using a novel three-phase model based upon a conditional autoregressive Wishart (CAW) framework for the
realized
(co …
Persistent link: https://www.econbiz.de/10010308958
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