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Distilling the macroeconomic news flow
Beber, Alessandro; Brandt, Michael W.; Luisi, Maurizio - In: Journal of financial economics 117 (2015) 3, pp. 489-507
Persistent link: https://www.econbiz.de/10011480308
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Forecasting covariance matrices : a mixed approach
Halbleib, Roxana; Voev, Valeri - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 383-417
Persistent link: https://www.econbiz.de/10011589016
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Distilling the macroeconomic news flow
Beber, Alessandro; Brandt, Michael W.; Luisi, Maurizio - 2013
Persistent link: https://www.econbiz.de/10010221873
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Distilling the macroeocnomic new flow
Beber, Alessandro; Brandt, Michael W.; Luisi, Maurizio - 2013
Persistent link: https://www.econbiz.de/10009723120
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Outlier-robust methods for forecasting realized covariance matrices
Li, Dan; Drovandi, Christopher; Clements, Adam - In: International journal of forecasting 40 (2024) 1, pp. 392-408
Persistent link: https://www.econbiz.de/10014450278