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Modeling fractional cointegration between high and low stock prices in Asian countries
Afzal, Alia; Sibbertsen, Philipp - In: Empirical economics : a quarterly journal of the … 60 (2021) 2, pp. 661-682
Persistent link: https://www.econbiz.de/10012490321
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Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models
Hartkopf, Jan Patrick - In: Empirical economics : a quarterly journal of the … 64 (2023) 1, pp. 393-436
Persistent link: https://www.econbiz.de/10014226292