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

Standard

Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice. / Callot, Laurent; Kock, Anders Bredahl; Medeiros, Marcelo.

In: Journal of Applied Econometrics, Vol. 32, No. 1, 2017, p. 140-158.

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

Harvard

Callot, L, Kock, AB & Medeiros, M 2017, 'Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice', Journal of Applied Econometrics, vol. 32, no. 1, pp. 140-158. https://doi.org/10.1002/jae.2512

APA

Callot, L., Kock, A. B., & Medeiros, M. (2017). Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice. Journal of Applied Econometrics, 32(1), 140-158. https://doi.org/10.1002/jae.2512

CBE

MLA

Callot, Laurent, Anders Bredahl Kock and Marcelo Medeiros. "Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice". Journal of Applied Econometrics. 2017, 32(1). 140-158. https://doi.org/10.1002/jae.2512

Vancouver

Author

Callot, Laurent ; Kock, Anders Bredahl ; Medeiros, Marcelo. / Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice. In: Journal of Applied Econometrics. 2017 ; Vol. 32, No. 1. pp. 140-158.

Bibtex

@article{7d357cc092b74d83b9af8617d974cf33,
title = "Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice",
author = "Laurent Callot and Kock, {Anders Bredahl} and Marcelo Medeiros",
year = "2017",
doi = "10.1002/jae.2512",
language = "English",
volume = "32",
pages = "140--158",
journal = "Journal of Applied Econometrics",
issn = "0883-7252",
publisher = "JohnWiley & Sons Ltd.",
number = "1",

}

RIS

TY - JOUR

T1 - Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice

AU - Callot, Laurent

AU - Kock, Anders Bredahl

AU - Medeiros, Marcelo

PY - 2017

Y1 - 2017

U2 - 10.1002/jae.2512

DO - 10.1002/jae.2512

M3 - Journal article

VL - 32

SP - 140

EP - 158

JO - Journal of Applied Econometrics

JF - Journal of Applied Econometrics

SN - 0883-7252

IS - 1

ER -