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Modeling realized covariance matrices : a class of hadamard exponential models

Luc Bauwens and Edoardo Otranto
Year of publication:
2023
Authors: Bauwens, Luc ; Otranto, Edoardo
Subject: dynamic covariances and correlations | Hadamard exponential matrix | realized covariances | Korrelation | Correlation | Schätztheorie | Estimation theory | Varianzanalyse | Analysis of variance | Lineare Algebra | Linear algebra | Portfolio-Management | Portfolio selection | Zeitreihenanalyse | Time series analysis
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