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- A dynamic component model for forecasting high-dimensional realized covariance matrices
- Luc Bauwens, Manuela Braione and Giuseppe Storti
- LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
- LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
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| 2016-02 | 0 | 1 |
| 2016-03 | 31 | 2 |
| 2016-04 | 4 | 7 |
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