Long and short-run dynamics in realized covariance matrices: a robust MIDAS approach (Q6615798)
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scientific article; zbMATH DE number 7923482
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long and short-run dynamics in realized covariance matrices: a robust MIDAS approach |
scientific article; zbMATH DE number 7923482 |
Statements
Long and short-run dynamics in realized covariance matrices: a robust MIDAS approach (English)
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8 October 2024
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realized covariance
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MIDAS
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dynamic component models
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Hadamard exponential parameterization
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