Advanced search
Publication Cover
Journal of Business & Economic Statistics Volume 41, 2023 - Issue 3
Submit an article Journal homepage
1,381
Views
1
CrossRef citations to date
0
Altmetric
Articles

Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices

Gustav Alfelta Department of Mathematics, Stockholm University, Stockholm, SwedenCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0003-3403-6805View further author information
ORCID Icon,
Taras Bodnara Department of Mathematics, Stockholm University, Stockholm, SwedenView further author information
,
Farrukh Javedb Örebro University School of Business, Örebro University, Örebro, SwedenView further author information
&
Joanna Tyrchaa Department of Mathematics, Stockholm University, Stockholm, SwedenView further author information
Pages 833-845 | Published online: 24 Jun 2022
Supercharge Your Next Research Paper: Research and write your next paper with Jenni AI.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.