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 |
