Group by: Item Type | Date | No Grouping
Number of items: 2.

Bollerslev, TimIdRef, Meddahi, NourIdRef and Nyawa Womo, Serge LutherIdRef (2019) High-dimensional multivariate realized volatility estimation. Journal of Econometrics, vol. 212 (n° 1). pp. 116-136.

Nyawa Womo, Serge LutherIdRef (2018) Three Essays on Financial Risks Using High Frequency Data. Toulouse School of Economics (Toulouse).

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