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~person:"Voev, Valeri"
~subject:"Multivariate volatility"
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Forecasting Covariance Matrices: A Mixed Frequency Approach
Halbleib, Roxana
;
Voev, Valeri
-
Fachbereich Wirtschaftswissenschaften, Universität Konstanz
-
2012
model and forecast daily
realized
volatilities combined with low frequency (daily) data as input to the correlation model …
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