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Forecasting comparison of long term component dynamic models for realized covariance matrices

Bibliographic reference Bauwens, Luc ; Braione, Manuela ; Storti, Giuseppe. Forecasting comparison of long term component dynamic models for realized covariance matrices. CORE Disccusion Papers ; 2014/53 (2014) 31 pages
Permanent URL http://hdl.handle.net/2078.1/152566