Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/303237 
Title: 

Realized variances vs. correlations: Unlocking the gains in multivariate volatility forecasting

The document was removed on behalf of the author(s)/ the editor(s).

Year of Publication: 
2024
Series/Report no.: 
Tinbergen Institute Discussion Paper No. TI 2024-059/III
Publisher: 
Tinbergen Institute, Amsterdam and Rotterdam
Document Type: 
Working Paper

Files in This Item:
The document was removed on behalf of the author(s)/ the editor(s) on: June 4, 2025


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