Department of Economics and Business Economics

High-Dimensional Multivariate Realized Volatility Estimation

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

  • Tim Bollerslev
  • Nour Meddahi, Toulouse School of Economics, Universite de Toulouse, France
  • Serge Nyawa
Original languageEnglish
JournalJournal of Econometrics
Volume212
Issue1
Pages (from-to)116-136
ISSN0304-4076
DOIs
Publication statusPublished - 2019
Externally publishedYes

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