Tim Bollerslev, Nour Meddahi, and Serge Nyawa, “High-dimensional multivariate realized volatility estimation”, Journal of Econometrics, vol. 212, n. 1, September 2019, pp. 116–136.
Supervisor: Nour Meddahi
Tim Bollerslev, Nour Meddahi, and Serge Nyawa, “High-dimensional multivariate realized volatility estimation”, Journal of Econometrics, vol. 212, n. 1, September 2019, pp. 116–136.