How Predictable Are Equity Covariance Matrices? Evidence from High‐Frequency Data for Four Markets
| Year of publication: |
2014
|
|---|---|
| Authors: | Buckle, Mike ; Chen, Jing ; Williams, Julian |
| Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 33.2014, 7, p. 542-557
|
| Publisher: |
John Wiley & Sons, Ltd. |