Number of items: 2.
2018
Nyawa Womo, Serge Luther
(2018)
Three Essays on Financial Risks Using High Frequency Data.
Toulouse School of Economics (Toulouse).
2019
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.