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~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~person:"Dhaene, Geert"
~subject:"Portfolio-Management"
~subject:"Schätzung"
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Incorporating overnight and intraday returns into multivariate GARCH volatility models
Dhaene, Geert
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 471-495
Persistent link: https://www.econbiz.de/10012482817
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