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~person:"Otranto, Edoardo"
~type_genre:"Arbeitspapier"
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Otranto, Edoardo
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Realized covariance models with time-varying parameters and spillover effects
Bauwens, Luc
;
Otranto, Edoardo
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2023
Persistent link: https://www.econbiz.de/10014322169
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2
Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
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2020
Persistent link: https://www.econbiz.de/10012429316
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3
Modelling realized covariance matrices : a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
-
Prima edizione
Persistent link: https://www.econbiz.de/10012515717
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Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
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2018
Persistent link: https://www.econbiz.de/10011992647
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5
Modeling the dependence of conditional correlations on volatility
Bauwens, Luc
;
Otranto, Edoardo
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2013
Persistent link: https://www.econbiz.de/10010203488
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