Author:
Golosnoy Vasyl,Gribisch Bastian,Seifert Miriam Isabel
Funder
German Research Foundation (DFG)
Subject
Economics and Econometrics,Finance
Reference49 articles.
1. High-Frequency Financial Econometrics;Aït-Sahalia,2014
2. Multivariate realized kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading;Barndorff-Nielsen;J. Econometrics,2011
3. Econometric analysis of realized covariation: high frequency covariance, regression and correlation in financial economics;Barndorff-Nielsen;Econometrica,2004
4. The combination of forecasts;Bates;Oper. Res. Quart.,1969
5. Bauwens, L., Braione, M., Storti, G., 2016. Multiplicative conditional correlation models for realized covariance matrices. CORE DP 2016/41.
Cited by
20 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献