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Modelling and forecasting multivariate realized volatility. (2008). Voev, Valeri ; Chiriac, Roxana.
In: CoFE Discussion Papers.
RePEc:zbw:cofedp:0806.

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  1. Index tracking strategy based on mixed-frequency financial data. (2021). Zhang, Xuan ; Cui, Xiangyu.
    In: PLOS ONE.
    RePEc:plo:pone00:0249665.

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  2. Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model. (2012). Ranaldo, Angelo ; Caporin, Massimiliano ; Bonato, Matteo.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2012:11.

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  3. A Kernel Technique for Forecasting the Variance-Covariance Matrix. (2010). Clements, Adam ; Becker, Ralf ; O'Neill, Robert.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:151.

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