Asymmetric models for realized covariances

Luc Bauwens, Emilija Dzuverovic, Christian Hafner

Year of publication:	[2024]
Authors:	Bauwens, Luc ; Dzuverovic, Emilija ; Hafner, Christian M.
Publisher:	Louvain-la-Neuve : CORE
Subject:	High frequency data \| asymmetric volatility \| realized covariance \| conditional autoregressive Wishart model \| Volatilität \| Volatility \| Korrelation \| Correlation \| Varianzanalyse \| Analysis of variance \| Theorie \| Theory \| ARCH-Modell \| ARCH model \| Schätzung \| Estimation \| Kapitaleinkommen \| Capital income \| Zeitreihenanalyse \| Time series analysis

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