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Modeling and Forecasting (Un)Reliable Realized Covariances ..:

Bollerslev, Tim ; Patton, Andrew J ; Quaedvlieg, Rogier
Bollerslev , T , Patton , A J & Quaedvlieg , R 2016 ' Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions ' CREATES Research Paper , no. 2016-10 , Institut for Økonomi, Aarhus Universitet , Aarhus .. , 2016

Link: https://pure.au.dk/portal/da/publications/modeling-and..

RT Journal
T1 <Title>Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions</Title>

UL https://suche.suub.uni-bremen.de/peid=base-ftuniaarhuspubl:oai:pure.atira.dk:publications_754d0609-46c2-40cb-a110-7a470ee6f4f2&Exemplar=1&LAN=DE
				
A1 Bollerslev, Tim
A1 Patton, Andrew J
A1 Quaedvlieg, Rogier
PB Institut for Økonomi, Aarhus Universitet
YR 2016
K1 Common risks; realized covariances; forecasting; asset allocation; portfolio construction
JF Bollerslev , T , Patton , A J & Quaedvlieg , R 2016 ' Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions ' CREATES Research Paper , no. 2016-10 , Institut for Økonomi, Aarhus Universitet , Aarhus .
LK http://dx.doi.org/https://pure.au.dk/portal/da/publications/modeling-and-forecasting-unreliable-realized-covariances-for-more-reliable-financial-decisions(754d0609-46c2-40cb-a110-7a470ee6f4f2).html
DO https://pure.au.dk/portal/da/publications/modeling-and-forecasting-unreliable-realized-covariances-for-more-reliable-financial-decisions(754d0609-46c2-40cb-a110-7a470ee6f4f2).html
SF ELIB - SuUB Bremen

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