Number of items: 2.
Bollerslev, Tim, Meddahi, Nour and Nyawa Womo, Serge Luther (2019) High-dimensional multivariate realized volatility estimation. Journal of Econometrics, 212 (1). pp. 116-136.
Nyawa Womo, Serge Luther (2018) Three Essays on Financial Risks Using High Frequency Data. Toulouse School of Economics (Toulouse).