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