Modelling and forecasting multivariate realized volatility

Roxana Chiriac and Valeri Voev ()
Authors registered in the RePEc Author Service: Roxana Halbleib (Chiriac) ()

Journal of Applied Econometrics, 2011, vol. 26, issue 6, 922-947

Date: 2011
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Related works:
Working Paper: Modelling and Forecasting Multivariate Realized Volatility (2008)
Working Paper: Modelling and forecasting multivariate realized volatility (2008)
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