Modelling and forecasting multivariate realized volatility

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CHIRIAC, Roxana, Valeri VOEV, 2011. Modelling and forecasting multivariate realized volatility. In: Journal of Applied Econometrics. 26(6), pp. 922-947. ISSN 0883-7252. eISSN 1099-1255

@article{Chiriac2011Model-29010, title={Modelling and forecasting multivariate realized volatility}, year={2011}, doi={10.1002/jae.1152}, number={6}, volume={26}, issn={0883-7252}, journal={Journal of Applied Econometrics}, pages={922--947}, author={Chiriac, Roxana and Voev, Valeri} }

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