Program > Parallel sessions
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Forecasting Optimal Portfolio Weights Using High Frequency Data
Alessandro Palandri, Fabrizio Cipollini, Giampiero Maria Gallo
sciencesconf.org:qffe2018:190294 |
Nonlinearities and Regimes in Conditional Correlations with Different Dynamics
Edoardo Otranto, Luc Bauwens
sciencesconf.org:qffe2018:196567 |
Modelling Realized Covariance Matrices with Stochastic Volatility Latent Factors: Filter, Likelihood, Forecast
Halbleib Roxana, Giorgio Calzolari
sciencesconf.org:qffe2018:196607 |
Dynamic Principal Component CAW Models for High-Dimensional Realized Covariance Matrices
Michael Stollenwerk, Bastian Gribisch
sciencesconf.org:qffe2018:197060 |
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