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~person:"Vanduffel, Steven"
~type_genre:"Arbeitspapier"
~subject:"realized covariances"
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realized covariances
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Aktienindex
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Vanduffel, Steven
Boudt, Kris
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Dragun, Kirill
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Working paper series / Universiteit Gent, Faculteit Economie en Bedrijfskunde
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Beta-adjusted covariance estimation
Boudt, Kris
;
Dragun, Kirill
;
Sauri, Orimar
;
Vanduffel, …
-
2021
Persistent link: https://www.econbiz.de/10012432948
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