Search Results - subject:"Realized covariance"

Jin, Xin; Liu, Jia; Yang, Qiao - In: Econometrics : open access journal 9 (2021) 4, pp. 1-22

This paper suggests a new approach to evaluate realized covariance (RCOV) estimators via their predictive power on …

Persistent link: https://www.econbiz.de/10012697796

Blasques, Francisco; Lucas, André; Opschoor, Anne; … - 2021

the new distribution to realized covariance matrices of 30 U.S. stocks over a 14 year period, we find huge likelihood …

Persistent link: https://www.econbiz.de/10012421038

Alfelt, Gustav; Bodnar, Taras; Javed, Farrukh; Tyrcha, … - 2021

Persistent link: https://www.econbiz.de/10012603081

Hartkopf, Jan Patrick - 2021

Persistent link: https://www.econbiz.de/10013264907

Yamauchi, Yuta; Omori, Yasuhiro - 2021

Persistent link: https://www.econbiz.de/10013339035

Gribisch, Bastian; Hartkopf, Jan Patrick - In: Journal of econometrics 235 (2023) 1, pp. 43-64

Persistent link: https://www.econbiz.de/10014434377

Hartkopf, Jan Patrick; Reh, Laura - In: Finance research letters 56 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014473708

Hartl, Tobias; Jucknewitz, Roland - In: Journal of financial econometrics 21 (2023) 3, pp. 880-914

Persistent link: https://www.econbiz.de/10014314837

Qiao, Gaoxiu; Cao, Yangli; Ma, Feng; Li, Weiping - In: Empirical economics : a quarterly journal of the … 64 (2023) 1, pp. 437-463

Persistent link: https://www.econbiz.de/10014226295

Yamauchi, Yuta; Omori, Yasuhiro - In: Econometric reviews 42 (2023) 6, pp. 513-539

Persistent link: https://www.econbiz.de/10014305574

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