Extent:
90 Seiten
Illustrationen
Series:
Foundations and trends in econometrics. - Boston, Mass. [u.a.] : now, ISSN 1551-3076, ZDB-ID 2394444-4. - Vol. volume 12, issue 4 (2023)
Type of publication: Book / Working Paper
Language: English
Notes:
1. Introduction2. Some Common Covariance Predictors3. Combined Multiple Iterated EWMAs4. Evaluating Covariance Predictors5. Data Sets and Experimental Setup6. Results7. Realized Covariance8. Large Universes9. Smooth Covariance Predictions10. Simulating Returns11. ConclusionsAcknowledgementsReferences
ISBN: 978-1-63828-308-9
Source:
ECONIS - Online Catalogue of the ZBW
Persistent link: https://www.econbiz.de/10014504758