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Journal of empirical finance
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Exponential smoothing of realized portfolio weights
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Seifert, Miriam
- In:
Journal of empirical finance
53
(
2019
),
pp. 222-237
Persistent link: https://www.econbiz.de/10012171651
Saved in:
2
Factor state-space models for high-dimensional realized covariance matrices of asset returns
Gribisch, Bastian
;
Hartkopf, Jan Patrick
;
Liesenfeld, Roman
- In:
Journal of empirical finance
55
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012175249
Saved in:
3
Univariate and multivariate stochastic volatility models : estimation and diagnostics
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Journal of empirical finance
10
(
2003
)
4
,
pp. 505-531
Persistent link: https://www.econbiz.de/10001782293
Saved in:
4
Univariate and multivariate stochastic volatility models: estimation and diagnostics
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Journal of empirical finance
10
(
2003
)
4
,
pp. 505
Persistent link: https://www.econbiz.de/10007232875
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