Open AccessForecasting realized covariance matrices: New methods to improve financial decision making
Author(s) -
Zihao Chen
Publication year - 2022
Publication title -
queensland university of technology
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.5204/thesis.eprints.235363
Subject(s) - volatility (finance) , econometrics , covariance , realized variance , stock (firearms) , financial asset , financial modeling , finance , computer science , economics , financial economics , engineering , mathematics , statistics , mechanical engineering
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