A discussion on the robust vector autoregressive models: novel evidence from safe haven assets

DOI10.1007/s10479-022-04919-6MaRDI QIDQ6601555

Le Chang, Yanlin Shi

Publication date: 10 September 2024

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

realized volatilityrobust estimatorvector autoregressive modelsafe haven assets

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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