Fractional Integration and Fat Tails for Realized Covariance Kernels and Returns

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

Name	TI Discussion Series
No.	16-069/IV

Access to Document

@techreport{15b68ed3352f4920b49cbe14fdbbc4cd,

title = "Fractional Integration and Fat Tails for Realized Covariance Kernels and Returns",

author = "A. Lucas and A. Opschoor",

year = "2016",

language = "English",

series = "TI Discussion Series",

publisher = "Tinbergen Institute",

number = "16-069/IV",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}