Journal article 881 views
How Predictable Are Equity Covariance Matrices? Evidence from High-Frequency Data for Four Markets
Journal of Forecasting, Volume: 33, Issue: 7, Pages: 542 - 557
Swansea University Authors: Maggie Chen, Mike Buckle
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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 |
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Published: |
2014
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URI: | https://cronfa.swan.ac.uk/Record/cronfa18085 |
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2014-07-04T01:30:02Z |
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last_indexed |
2020-12-09T03:28:05Z |
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2020-12-08T15:56:03.5480743 v2 18085 2014-07-03 How Predictable Are Equity Covariance Matrices? Evidence from High-Frequency Data for Four Markets 84886845de6e6c3a4d460fc5e68ac18e Maggie Chen Maggie Chen true false 756422b319676d1b53856d85363a4ae3 0000-0002-5767-2217 Mike Buckle Mike Buckle true false 2014-07-03 CBAE Journal Article Journal of Forecasting 33 7 542 557 8 9 2014 2014-09-08 10.1002/for.2310 Forthcoming COLLEGE NANME Management School COLLEGE CODE CBAE Swansea University 2020-12-08T15:56:03.5480743 2014-07-03T11:51:04.8482454 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Maggie Chen 1 Mike Buckle 2 Julian Williams 3 Mike Buckle 0000-0002-5767-2217 4 |
title |
How Predictable Are Equity Covariance Matrices? Evidence from High-Frequency Data for Four Markets |
spellingShingle |
How Predictable Are Equity Covariance Matrices? Evidence from High-Frequency Data for Four Markets Maggie Chen Mike Buckle |
title_short |
How Predictable Are Equity Covariance Matrices? Evidence from High-Frequency Data for Four Markets |
title_full |
How Predictable Are Equity Covariance Matrices? Evidence from High-Frequency Data for Four Markets |
title_fullStr |
How Predictable Are Equity Covariance Matrices? Evidence from High-Frequency Data for Four Markets |
title_full_unstemmed |
How Predictable Are Equity Covariance Matrices? Evidence from High-Frequency Data for Four Markets |
title_sort |
How Predictable Are Equity Covariance Matrices? Evidence from High-Frequency Data for Four Markets |
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84886845de6e6c3a4d460fc5e68ac18e 756422b319676d1b53856d85363a4ae3 |
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84886845de6e6c3a4d460fc5e68ac18e_***_Maggie Chen 756422b319676d1b53856d85363a4ae3_***_Mike Buckle |
author |
Maggie Chen Mike Buckle |
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Maggie Chen Mike Buckle Julian Williams Mike Buckle |
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Journal of Forecasting |
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10.1002/for.2310 |
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Faculty of Humanities and Social Sciences |
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School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance |
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published_date |
2014-09-08T12:36:27Z |
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11.048453 |