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person:"Okhrin, Ostap"
~accessRights:"restricted"
~person:"Lucas, André"
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Okhrin, Ostap
Lucas, André
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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New HEAVY models for fat-tailed realized covariances and returns
Opschoor, Anne
;
Janus, Paweł
;
Lucas, André
;
Dijk, Dick van
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 643-657
Persistent link: https://www.econbiz.de/10012249228
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