Modelling and forecasting multivariate realized volatility
| Year of publication: |
2011
|
|---|---|
| Authors: | Chiriac, Roxana ; Voev, Valeri |
| Published in: |
Journal of Applied Econometrics. - John Wiley & Sons, Ltd.. - Vol. 26.2011, 6, p. 922-947
|
| Publisher: |
John Wiley & Sons, Ltd. |