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Volatility forecasting using global stochastic financial trends extracted from non-synchronous data
Grigoryeva, Lyudmila, (2015)
Estimation and empirical performance of non-scalar dynamic conditional correlation models
BAUWENS, Luc, (2014)
Volatility Forecasting Using Global Stochastic Financial Trends Extracted from Non-Synchronous Data
Grigoryeva, Lyudmila, (2017)