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Chapter title |
Long and Short–Run Dynamics in Realized Covariance Matrices: A Robust MIDAS Approach
|
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Chapter number | 14 |
Book title |
Statistical Modelling and Risk Analysis
|
Published in |
Springer Proceedings in Mathematics & Statistics, January 2023
|
DOI | 10.1007/978-3-031-39864-3_14 |
Book ISBNs |
978-3-03-139863-6, 978-3-03-139864-3
|
Authors |
Luca, Scafldi Domianello, Otranto, Edoardo |