Covers new results in Risk Analysis and Assessment Focuses on applications in Biology, Engineering Reliability, Environmental Science Aims to promote interdisciplinary research and collaboration
Long and Short–Run Dynamics in Realized Covariance Matrices: A Robust MIDAS Approach / Luca Scaffidi Domianello, Edoardo Otranto. - ELETTRONICO. - (2023), pp. 169-186. (Intervento presentato al convegno ICRA9: 9th International Conference on Risk Analysis).
Long and Short–Run Dynamics in Realized Covariance Matrices: A Robust MIDAS Approach
Luca Scaffidi Domianello
;
2023
Abstract
Covers new results in Risk Analysis and Assessment Focuses on applications in Biology, Engineering Reliability, Environmental Science Aims to promote interdisciplinary research and collaboration
File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in FLORE sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
