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