How Predictable Are Equity Covariance Matrices? Evidence from High-Frequency Data for Four Markets
| Date first appeared online | 08/09/2014 |
| DOI | 10.1002/for.2310 |
| Authors | Chen M., Buckle M. |
| Journal Name | Journal of Forecasting |
| Volume | 33 |
| Date first appeared online | 08/09/2014 |
| DOI | 10.1002/for.2310 |
| Authors | Chen M., Buckle M. |
| Journal Name | Journal of Forecasting |
| Volume | 33 |