Graph-based methods for forecasting realized covariances
Chao Zhang, Xingyue Pu, Mihai Cucuringu and Xiaowen Dong
| Year of publication: |
2025
|
|---|---|
| Authors: | Zhang, Chao ; Pu, Xingyue ; Cucuringu, Mihai ; Dong, Xiaowen |
| Subject: | realized covariance | HAR | graphical LASSO | line graph | graph learning | Korrelation | Correlation | Graphentheorie | Graph theory | Prognoseverfahren | Forecasting model | Varianzanalyse | Analysis of variance | Algorithmus | Algorithm |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbae026 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015339744