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~isPartOf:"LIDAM discussion paper CORE"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
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The contribution of realized covariance models to the economic value of volatility timing
Bauwens, Luc
;
Xu, Yongdeng
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2023
Persistent link: https://www.econbiz.de/10014322165
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Realized covariance models with time-varying parameters and spillover effects
Bauwens, Luc
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Otranto, Edoardo
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2023
Persistent link: https://www.econbiz.de/10014322169
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