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accessRights:"restricted"
~person:"Gribisch, Bastian"
~subject:"Finanzmarkt"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
Modeling and forecasting realized portfolio weights
Golosnoy, Vasyl
;
Gribisch, Bastian
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013461907
Saved in:
2
A mixed frequency stochastic volatility model for intraday stock market returns
Bekierman, Jeremias
;
Gribisch, Bastian
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 496-530
Persistent link: https://www.econbiz.de/10012654963
Saved in:
3
Factor state-space models for high-dimensional realized covariance matrices of asset returns
Gribisch, Bastian
;
Hartkopf, Jan Patrick
;
Liesenfeld, Roman
- In:
Journal of empirical finance
55
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012175249
Saved in:
4
Dynamic principal component CAW models for high-dimensional realized covariance matrices
Gribisch, Bastian
;
Stollenwerk, Michael
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 799-821
Persistent link: https://www.econbiz.de/10012262622
Saved in:
5
A latent dynamic factor approach to forecasting multivariate stock market volatility
Gribisch, Bastian
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 621-651
Persistent link: https://www.econbiz.de/10011949857
Saved in:
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