Modelling and forecasting of realized covariance matrices
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| Main Author: | |
|---|---|
| Format: | Book/Monograph Thesis |
| Language: | English |
| Published: |
Heidelberg
2023
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| Subjects: | |
| Online Access: |
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| Author Notes: | vorgelegt von Michael Stollenwerk ; [supervisor: Christian Conrad] |
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Modelling and forecasting of realized covariance matrices
22 Aug. 2023
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Book/Monograph
Thesis
Online Resource