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Hartkopf, Jan Patrick
(2020).
Modeling and Forecasting of Realized Covariance Matrices of Asset Returns using State-Space Models.
PhD thesis, Universität zu Köln.
| Up a level |
Hartkopf, Jan Patrick
(2020).
Modeling and Forecasting of Realized Covariance Matrices of Asset Returns using State-Space Models.
PhD thesis, Universität zu Köln.