Modeling and forecasting realized covariance matrices with accounting for leverage (Q5034242)
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scientific article; zbMATH DE number 7481017
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling and forecasting realized covariance matrices with accounting for leverage |
scientific article; zbMATH DE number 7481017 |
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Modeling and forecasting realized covariance matrices with accounting for leverage (English)
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24 February 2022
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CAW
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leverage
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MIDAS
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realized volatility
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volatility forecasting
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