Modelling and Forecasting Multivariate Realized Volatility

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CHIRIAC, Roxana, Valeri VOEV, 2008. Modelling and Forecasting Multivariate Realized Volatility

@techreport{Chiriac2008Model-12161, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={Modelling and Forecasting Multivariate Realized Volatility}, year={2008}, number={2008/06}, author={Chiriac, Roxana and Voev, Valeri} }

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