Realized Variances vs. Correlations: Unlocking the Gains in Multivariate Volatility Forecasting

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

Name	TI Discussion Paper Series
No.	24-059/III

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title = "Realized Variances vs. Correlations: Unlocking the Gains in Multivariate Volatility Forecasting",

author = "Capera-Romero, {Laura Marcela} and Anne Opschoor",

year = "2024",

month = sep,

day = "20",

language = "English",

volume = "24-059/III",

series = "TI Discussion Paper Series",

publisher = "Tinbergen Institute",

number = "24-059/III",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}

TY - UNPB

T1 - Realized Variances vs. Correlations: Unlocking the Gains in Multivariate Volatility Forecasting

AU - Capera-Romero, Laura Marcela

AU - Opschoor, Anne

PY - 2024/9/20

Y1 - 2024/9/20

M3 - Working paper

VL - 24-059/III

T3 - TI Discussion Paper Series

BT - Realized Variances vs. Correlations: Unlocking the Gains in Multivariate Volatility Forecasting

PB - Tinbergen Institute

ER -