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Journal Article
Gribisch, Bastian 
ORCID: 0000-0002-6289-1799, Hartkopf, Jan Patrick ORCID: 0000-0002-3704-1856 and Liesenfeld, Roman ORCID: 0000-0001-6996-6215
(2020).
Factor state-space models for high-dimensional realized covariance matrices of asset returns.
Journal of Empirical Finance, 55.
1 - 20.
AMSTERDAM:
ELSEVIER.
ISSN 1879-1727 ; 0927-5398