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Robust forecasting of dynamic conditional correlation GARCH models
Boudt, Kris
;
Daníelsson, Jón
;
Laurent, Sébastien
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2010
Persistent link: https://www.econbiz.de/10009126801
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2
Jump robust two time scale covariance estimation and realized volatility budgets
Boudt, Kris
;
Zhang, Jin
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2010
Persistent link: https://www.econbiz.de/10009127498
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3
Equities' exposures to currencies : beyond the loglinear model
Boudt, Kris
;
Liu, Fang
;
Sercu, Piet
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2012
Persistent link: https://www.econbiz.de/10009540825
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