Realized Semicovariances
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Publication:4992136
DOI10.3982/ECTA17056zbMath1467.62172OpenAlexW4243791759MaRDI QIDQ4992136
Tim Bollerslev, Rogier Quaedvlieg, Andrew J. Patton, Jia Li
Publication date: 7 June 2021
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta17056
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)
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