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~person:"Gribisch, Bastian"
~subject:"Deutschland"
~subject:"Factor analysis"
~type_genre:"Article in journal"
~type_genre:"Thesis"
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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
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Modeling and forecasting of multivariate stock market volatility
Gribisch, Bastian
-
2012
Persistent link: https://www.econbiz.de/10009714192
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