New HEAVY Models for Fat-Tailed Realized Covariances and Returns (Q6623216)

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scientific article; zbMATH DE number 7930758
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English
New HEAVY Models for Fat-Tailed Realized Covariances and Returns
scientific article; zbMATH DE number 7930758

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    New HEAVY Models for Fat-Tailed Realized Covariances and Returns (English)
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    23 October 2024
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