The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts
| Year of publication: |
2013
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|---|---|
| Authors: | Varneskov, Rasmus ; Voev, Valeri |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 20.2013, p. 83-95
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