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~subject:"Kapitaleinkommen"
~type_genre:"Aufsatz in Zeitschrift"
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1
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:
2
Univariate and multivariate stochastic volatility models : estimation and diagnostics
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Journal of empirical finance
10
(
2003
)
4
,
pp. 505-531
Persistent link: https://www.econbiz.de/10001782293
Saved in:
3
Stochastic volatility models : conditional normality versus heavy-tailed distributions
Liesenfeld, Roman
;
Jung, Robert
- In:
Journal of applied econometrics
15
(
2000
)
2
,
pp. 137-160
Persistent link: https://www.econbiz.de/10001474643
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