Publication detail

Barunik, J. Vacha, L.: Modeling multivariate volatility using wavelet-based realized covariance estimator

Author(s): doc. PhDr. Jozef Baruník Ph.D.,
Mgr. Lukáš Vácha Ph.D.,
Type: Article in collection
Year: 2011
Number: 0
ISSN / ISBN:
Published in: Mathematical Methods in Economics Proceedings
Publishing place: Slovensko
Keywords:
JEL codes:
Suggested Citation:
Abstract:
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