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

Rogier Quaedvlieg, T Bollerslev, AJ Patton

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title = "Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions",

author = "Rogier Quaedvlieg and T Bollerslev and AJ Patton",

year = "2018",

month = jul,

day = "24",

doi = "10.1016/j.jeconom.2018.05.004",

language = "English",

volume = "207",

pages = "71--91",

journal = "Journal of Econometrics",

issn = "0304-4076",

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T1 - Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions

AU - Quaedvlieg, Rogier

AU - Bollerslev, T

AU - Patton, AJ

PY - 2018/7/24

Y1 - 2018/7/24

U2 - 10.1016/j.jeconom.2018.05.004

DO - 10.1016/j.jeconom.2018.05.004

M3 - Article

SN - 0304-4076

VL - 207

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EP - 91

JO - Journal of Econometrics

JF - Journal of Econometrics

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ER -