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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 author
    Rogier Quaedvlieg
  • Publication year
    2018
  • Journal
    Journal of Econometrics
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