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Home | Events Archive | Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage
Seminar

Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage


  • Series
    Array
  • Speaker(s)
    Marcelo Cunha Medeiros (PUC Rio de Janeiro, Brasil)
  • Field
    Econometrics
  • Location
    Rotterdam
  • Date and time

    June 21, 2018
    00:00