Modelling and forecasting multivariate realized volatility

Journal of Applied Econometrics - Tập 26 Số 6 - Trang 922-947 - 2011
Roxana Chiriac1,2, Valeri Voev3
1Department of Economics, University of Konstanz, Germany
2Since the on-line publication of this article, Roxana Chiriac has changed her name into Roxana Halbleib
3CREATES, Aarhus University, Denmark

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