Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions

Tim Bollerslev, Andrew J. Patton, Rogier Quaedvlieg

Year of publication:	2018
Authors:	Bollerslev, Tim ; Patton, Andrew J. ; Quaedvlieg, Rogier
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 207.2018, 1, p. 71-91
Subject:	Asset allocation \| Common risks \| Forecasting \| Portfolio construction \| Realized covariances \| Portfolio-Management \| Portfolio selection \| Korrelation \| Correlation \| Prognoseverfahren \| Forecasting model \| Anlageverhalten \| Behavioural finance \| Theorie \| Theory

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10012116125

A service of the