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Hubert, Michel
Thewissen, Jennifer
2008
Durant, Isabelle
2016
Document de travail (Working Paper)
Orsini, Amandine
Braione, Manuela
Author
2
Bauwens, Luc
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STORTI, Giuseppe
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Storti, Giuseppe
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^Thewissen, Jennifer
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2016
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Document de travail (Working Paper)
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results.
WorkingPaper
A time-varying long run HEAVY model
Braione, Manuela
[UCL]
(2016)
WorkingPaper
Multiplicative Conditional Correlation Models for Realized Covariance Matrices
Bauwens, Luc
[UCL]
Braione, Manuela
[UCL]
Storti, Giuseppe
(2016)
WorkingPaper
A dynamic component model for forecasting high-dimensional realized covariance matrices
Bauwens, Luc
[UCL]
Braione, Manuela
[UCL]
STORTI, Giuseppe
(2016)