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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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Evaluating the risk of pension funds by statistical procedures
Otranto, Edoardo; Trudda, Alessandro - In: Transition economies : 21st century issues and challenges, (pp. 189-204). 2008
Persistent link: https://www.econbiz.de/10003876946
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Modeling the dependence of conditional correlations on market volatility
Bauwens, Luc; Otranto, Edoardo - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 2, pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
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Extracting portfolio management strategies from volatility transmission models in regime-changing environments : evidence from GCC and global markets
Khalifa, Ahmed A. A.; Hammoudeh, Shawkat; Otranto, Edoardo - In: Economic modelling 41 (2014), pp. 365-374
Persistent link: https://www.econbiz.de/10010440698
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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