Modelling and forecasting multivariate realized volatility
Chiriac, Roxana, Voev, Valeri
Published in Journal of applied econometrics (Chichester, England) (01.09.2011)
Published in Journal of applied econometrics (Chichester, England) (01.09.2011)
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Weighted Least Squares Realized Covariation Estimation
Li, Yifan, Nolte, Ingmar, Vasios, Michalis, Voev, Valeri, Xu, Qi
Published in Journal of banking & finance (01.04.2022)
Published in Journal of banking & finance (01.04.2022)
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