Journal article 288 views
How Predictable Are Equity Covariance Matrices? Evidence from High-Frequency Data for Four Markets / Maggie Chen, Mike Buckle, Julian Williams
Journal of Forecasting, Volume: 33, Issue: 7, Pages: 542 - 557
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DOI (Published version): 10.1002/for.2310
How Predictable Are Equity Covariance Matrices? Evidence from High-Frequency Data for Four Markets
|Published in:||Journal of Forecasting|
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