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About this Economics, Econometrics and Finance article
A Dynamic Component Model for Forecasting High-dimensional Realized Covariance Matrices by Bauwens, Luc; Braione, Manuela; Storti, Giuseppe is a Economics, Econometrics and Finance article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Bauwens, Luc; Braione, Manuela; Storti, Giuseppe
- Publisher
- Elsevier ; Elsevier BV (ISSN 2452-3062)
- Published
- 2017
- Field
- Economics, Econometrics and Finance (Social Sciences)
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