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A dynamic component model for forecasting high-dimensional realized covariance matrices
Bauwens, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011581858
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Heterogeneous component multiplicative error models for forecasting trading volumes
Naimoli, Antonio
;
Storti, Giuseppe
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1332-1355
Persistent link: https://www.econbiz.de/10012305333
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