Modelling and forecasting multivariate realized volatility

Journal of Applied Econometrics

Volumn 26, Issue 6, 2011, Pages 922-947

  Chiriac, Roxana ^a   Voev, Valeri ^b  

^a UNIVERSITY OF KONSTANZ   (Germany)

^b AARHUS UNIVERSITY   (Denmark)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 80053076976     PISSN: 08837252     EISSN: 10991255     Source Type: Journal    
DOI: 10.1002/jae.1152     Document Type: Article

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