Multiplicative conditional correlation models for realized covariance matrices

Luc Bauwensa, Manuela Braione and Giuseppe Storti

Year of publication:	[2016]
Authors:	Bauwensa, Luc ; Braione, Manuela ; Storti, Giuseppe
Publisher:	[Louvain-la-Neuve] : CORE
Subject:	Dynamic conditional correlations \| Wishart distribution \| Multiplicative models \| Realized covariances \| Korrelation \| Correlation \| Schätztheorie \| Estimation theory \| Varianzanalyse \| Analysis of variance \| Lineare Algebra \| Linear algebra

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