New HEAVY Models for Fat-Tailed Realized Covariances and Returns

DOI10.1080/07350015.2016.1245622zbMath1547.62869MaRDI QIDQ6623216

Anne Opschoor, Dick van Dijk, Unnamed Author, André Lucas

Publication date: 23 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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