Department of Economics and Business Economics

Rasmus T. Varneskov

The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts

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

Original languageEnglish
JournalJournal of Empirical Finance
Volume20
IssueJanuary
Pages (from-to)83-95
Number of pages13
ISSN0927-5398
DOIs
Publication statusPublished - 2013

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