Quaedvlieg, R., Bollerslev, T. and Patton, A. (2018). Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions Journal of Econometrics, 207(1):71--91.
-
Affiliated authorRogier Quaedvlieg
-
Publication year2018
-
JournalJournal of Econometrics