Department of Economics and Business Economics

Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

DOI

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

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