Forecasting high-dimensional realized volatility matrices using a factor model

Keren SHEN, Jianfeng YAO, Wai Keung LI

Research output: Contribution to journalArticlespeer-review

1 Citation (Scopus)

Fingerprint

Dive into the research topics of 'Forecasting high-dimensional realized volatility matrices using a factor model'. Together they form a unique fingerprint.

Business & Economics