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Markus Reiß

  1. Estimating the Spot Covariation of Asset Prices - Statistical Theory and\n Empirical Evidence
    2017/07/08 by Markus Bibinger, Bibinger, Markus, Nikolaus Hautsch +5 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #Complex Systems and Time Series Analysis #FOS: Mathematics #Financial Risk and Volatility Modeling #Random Matrices and Applications #Statistics Theory (math.ST)