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An adaptive long memory conditional correlation model
Dark, Jonathan - In: Journal of empirical finance 75 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
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Forecasting realized volatility : does anything beat linear models?
Branco, Rafael R.; Rubesam, Alexandre; Zevallos, Mauricio - In: Journal of empirical finance 78 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10015101660
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Big portfolio selection by graph-based conditional moments method
Zhu, Zhoufan; Zhang, Ningning; Zhu, Ke - In: Journal of empirical finance 78 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10015101779