Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice

L.A.F. Callot, A.B. Kock, M.C. Medeiros

    Research output: Working paperProfessional

    Original languageEnglish
    Place of PublicationAmsterdam
    PublisherTinbergen Institute
    Number of pages34
    Publication statusPublished - 2014

    Publication series

    NameTI Discussion Paper
    No.14-147/III

    Cite this