Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions

Rogier Quaedvlieg, T Bollerslev, AJ Patton

Research output: Contribution to journalArticleAcademicpeer-review

27 Citations (Scopus)
Original languageEnglish
Pages (from-to)71-91
Number of pages21
JournalJournal of Econometrics
Volume207
Issue number1
DOIs
Publication statusPublished - 24 Jul 2018

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