Forecasting Covariance Matrices : A Mixed Approach

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HALBLEIB, Roxana, Valeri VOEV, 2016. Forecasting Covariance Matrices : A Mixed Approach. In: Journal of Financial Econometrics. 14(2), pp. 383-417. ISSN 1479-8409. eISSN 1479-8417. Available under: doi: 10.1093/jjfinec/nbu031

@article{Halbleib2016Forec-31279, title={Forecasting Covariance Matrices : A Mixed Approach}, year={2016}, doi={10.1093/jjfinec/nbu031}, number={2}, volume={14}, issn={1479-8409}, journal={Journal of Financial Econometrics}, pages={383--417}, author={Halbleib, Roxana and Voev, Valeri} }

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