Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice

Research output: Working paper / Preprint › Working paper › Professional

Name	TI Discussion Paper
No.	14-147/III

Access to Document

@techreport{66b8ec5e515d41f88f7edf5003c0e6ad,

title = "Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice",

author = "L.A.F. Callot and A.B. Kock and M.C. Medeiros",

year = "2014",

language = "English",

series = "TI Discussion Paper",

publisher = "Tinbergen Institute",

number = "14-147/III",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}