Pages that link to "Item:Q2208902"
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The following pages link to Forecasting large covariance matrix with high-frequency data using factor approach for the correlation matrix (Q2208902):
Displaying 5 items.
- An integrated framework for visualizing and forecasting realized covariance matrices (Q825351) (← links)
- Estimating and forecasting dynamic correlation matrices: a nonlinear common factor approach (Q2022540) (← links)
- Comparing unconstrained parametrization methods for return covariance matrix prediction (Q2084329) (← links)
- High-dimensional covariance forecasting for short intra-day horizons (Q3064018) (← links)
- Forecasting high-dimensional realized volatility matrices using a factor model (Q4957246) (← links)
