Program > Parallel sessions


Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector Alain Hecq, gianluca cubadda, Antonio Riccardo sciencesconf.org:qffe2018:196219
Whittle Estimation of Multivariate Exponential Volatility Models with long memory Malvina Marchese sciencesconf.org:qffe2018:196895
Forecast Comparisons for Long Memory Luc Bauwens, Guillaume Chevillon, Sébastien Laurent sciencesconf.org:qffe2018:197095

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