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~accessRights:"free"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~person:"Hartkopf, Jan Patrick"
~subject:"Börsenkurs"
~subject:"Zustandsraummodell"
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models
Hartkopf, Jan Patrick
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
1
,
pp. 393-436
Persistent link: https://www.econbiz.de/10014226292
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