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Article: Time series models for realized covariance matrices based on the matrix-F distribution

TitleTime series models for realized covariance matrices based on the matrix-F distribution
Authors
Zhou, JJiang, FZhu, KLi, WK
Issue Date2022
Citation
Statistica Sinica, 2022, v. 32, p. 755-786 How to Cite?
DOI: http://dx.doi.org/10.5705/ss.202019.0424
Persistent Identifierhttp://hdl.handle.net/10722/314440
ISI Accession Number ID
WOS:000819039600006

 

DC FieldValueLanguage
dc.contributor.authorZhou, J-
dc.contributor.authorJiang, F-
dc.contributor.authorZhu, K-
dc.contributor.authorLi, WK-
dc.date.accessioned2022-07-22T05:24:35Z-
dc.date.available2022-07-22T05:24:35Z-
dc.date.issued2022-
dc.identifier.citationStatistica Sinica, 2022, v. 32, p. 755-786-
dc.identifier.urihttp://hdl.handle.net/10722/314440-
dc.languageeng-
dc.relation.ispartofStatistica Sinica-
dc.titleTime series models for realized covariance matrices based on the matrix-F distribution-
dc.typeArticle-
dc.identifier.emailZhu, K: mazhuke@hku.hk-
dc.identifier.authorityZhu, K=rp02199-
dc.identifier.doi10.5705/ss.202019.0424-
dc.identifier.hkuros334449-
dc.identifier.volume32-
dc.identifier.spage755-
dc.identifier.epage786-
dc.identifier.isiWOS:000819039600006-

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