Extent: | 90 Seiten Illustrationen |
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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