Pages that link to "Item:Q6623216"
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The following pages link to New HEAVY Models for Fat-Tailed Realized Covariances and Returns (Q6623216):
Displaying 3 items.
- Comparison of score-driven equity-gold portfolios during the COVID-19 pandemic using model confidence sets (Q6553231) (← links)
- Dynamic partial correlation models (Q6554221) (← links)
- High-dimensional volatility matrix estimation with cross-sectional dependent and heavy-tailed microstructural noise (Q6594970) (← links)