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Parallel sequential Monte Carlo for efficient density combination : the Deco Matlab Toolbox
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2013
Persistent link: https://www.econbiz.de/10009730084
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On the economic evaluation of volatility forecasts
Voev, Valeri - 2009
Persistent link: https://www.econbiz.de/10003903525
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Forecasting covariance matrices : a mixed frequency approach
Halbleib, Roxana; Voev, Valeri - 2011
Persistent link: https://www.econbiz.de/10008807445
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The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts
Varneskov, Rasmus Tangsgaard; Voev, Valeri - 2010
Persistent link: https://www.econbiz.de/10008651679