F. C. Ng
From MaRDI portal
Person:5139260
Available identifiers
zbMath Open ng.f-cMaRDI QIDQ5139260
List of research outcomes
 | This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon! |
| Publication | Date of Publication | Type |
|---|---|---|
| The Generalized Conditional Autoregressive Wishart Model for Multivariate Realized Volatility | 2024-10-09 | Paper |
| Adjusting covariance matrix for risk management | 2020-12-07 | Paper |
Research outcomes over time
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