Travail de recherche/Working paper
Titre: |
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Auteur: | Halbleib, Roxana |
Statut de publication: | Publié, 2010-12 |
series: | ECARES Working Papers, ECARES 2010-043 |
Sujet CREF: | Economie |
Sujet JEL: | Multiple or Simultaneous Equation Models: Time-Series Models |
Specific Distributions | |
Model Construction and Estimation | |
Volumes/pages: | 14 p. |
Mots-clés: | Wishart autoagressive process |
asymptotic properties | |
realized covariance | |
log-normal distribution | |
Langue: | Anglais |
Identificateurs: | RePEc:eca:wpaper:2013/73606 |