Department of Economics and Business Economics

Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice

Research output: Research - peer-reviewJournal article

DOI

  • Laurent Callot
    Laurent Callot
  • Anders Bredahl Kock
  • Marcelo Medeiros
    Marcelo MedeirosPontifical Catholic University of Rio de JaneiroBrazil
Original languageEnglish
JournalJournal of Applied Econometrics
Volume32
Issue number1
Pages (from-to)140-158
ISSN0883-7252
DOIs
StatePublished - 2017

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