The conditional autoregressive F-riesz model for realized covariance matrices
Anne Opschoor, André Lucas, and Luca Rossini
| Year of publication: |
2025
|
|---|---|
| Authors: | Opschoor, Anne ; Lucas, André ; Rossini, Luca |
| Subject: | Korrelation | Correlation | Schätztheorie | Estimation theory | Varianzanalyse | Analysis of variance | Lineare Algebra | Linear algebra |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbae023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015271649