Showing 51 - 60 of 66,528
Persistent link: https://www.econbiz.de/10010354152
Persistent link: https://www.econbiz.de/10010363113
Persistent link: https://www.econbiz.de/10010258892
Persistent link: https://www.econbiz.de/10010259024
Persistent link: https://www.econbiz.de/10010337855
Persistent link: https://www.econbiz.de/10010338412
Persistent link: https://www.econbiz.de/10010341579
We propose exible models for multivariate realized volatility dynamics which involve generalizations of the Box-Cox transform to the matrix case. The matrix Box-Cox model of realized covariances (MBC-RCov) is based on transformations of the covariance matrix eigenvalues, while for the Box-Cox...
Persistent link: https://www.econbiz.de/10010344500
Persistent link: https://www.econbiz.de/10010347331
Persistent link: https://www.econbiz.de/10010350103