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Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc; Otranto, Edoardo - In: Journal of financial econometrics 21 (2023) 4, pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
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Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc; Otranto, Edoardo - 2018
Persistent link: https://www.econbiz.de/10011992647
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Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc; Otranto, Edoardo - 2020
Persistent link: https://www.econbiz.de/10012429316
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Modelling realized covariance matrices : a class of Hadamard exponential models
Bauwens, Luc; Otranto, Edoardo - 2020 - Prima edizione
Persistent link: https://www.econbiz.de/10012515717
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Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc; Otranto, Edoardo - In: Journal of econometrics 217 (2020) 2, pp. 496-522
Persistent link: https://www.econbiz.de/10012482819