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Predicting the daily covariance matrix for S&P 100 stock using intraday data : but which frequency to use?
Pooter, Michiel de
;
Martens, Martin
;
Dijk, Dick van
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 199-229
Persistent link: https://www.econbiz.de/10003761224
Saved in:
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Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data - But Which Frequency to Use?
de Pooter, Michiel
;
Martens, Martin
;
van Dijk, Dick
- In:
Econometric reviews
27
(
2008
)
1-3
,
pp. 199-229
Persistent link: https://www.econbiz.de/10007993915
Saved in:
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