New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels

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

Name	TI Discussion Paper
No.	14-073/IV

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@techreport{5b55c726109b41e98a91555ddc117482,

title = "New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels",

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

year = "2014",

language = "English",

series = "TI Discussion Paper",

publisher = "Tinbergen Institute",

number = "14-073/IV",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}