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Long and short-run dynamics in realized covariance matrices: a robust MIDAS approach - MaRDI portal

Long and short-run dynamics in realized covariance matrices: a robust MIDAS approach

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Publication:6615798

DOI10.1007/978-3-031-39864-3_14MaRDI QIDQ6615798

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Publication date: 8 October 2024





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