Journal article 880 views
How Predictable Are Equity Covariance Matrices? Evidence from High-Frequency Data for Four Markets
Maggie Chen,
Mike Buckle,
Julian Williams,
Mike Buckle 
Journal of Forecasting, Volume: 33, Issue: 7, Pages: 542 - 557
Swansea University Authors:
Maggie Chen, Mike Buckle
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1002/for.2310
Abstract
How Predictable Are Equity Covariance Matrices? Evidence from High-Frequency Data for Four Markets
| Published in: | Journal of Forecasting |
|---|---|
| Published: |
2014
|
| URI: | https://cronfa.swan.ac.uk/Record/cronfa18085 |
| Item Description: |
Forthcoming |
|---|---|
| College: |
Faculty of Humanities and Social Sciences |
| Issue: |
7 |
| Start Page: |
542 |
| End Page: |
557 |