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- Publisher Website: 10.5705/ss.202019.0424
- WOS: WOS:000819039600006
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Article: Time series models for realized covariance matrices based on the matrix-F distribution
Title | Time series models for realized covariance matrices based on the matrix-F distribution |
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Authors | |
Issue Date | 2022 |
Citation | Statistica Sinica, 2022, v. 32, p. 755-786 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/314440 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Zhou, J | - |
dc.contributor.author | Jiang, F | - |
dc.contributor.author | Zhu, K | - |
dc.contributor.author | Li, WK | - |
dc.date.accessioned | 2022-07-22T05:24:35Z | - |
dc.date.available | 2022-07-22T05:24:35Z | - |
dc.date.issued | 2022 | - |
dc.identifier.citation | Statistica Sinica, 2022, v. 32, p. 755-786 | - |
dc.identifier.uri | http://hdl.handle.net/10722/314440 | - |
dc.language | eng | - |
dc.relation.ispartof | Statistica Sinica | - |
dc.title | Time series models for realized covariance matrices based on the matrix-F distribution | - |
dc.type | Article | - |
dc.identifier.email | Zhu, K: mazhuke@hku.hk | - |
dc.identifier.authority | Zhu, K=rp02199 | - |
dc.identifier.doi | 10.5705/ss.202019.0424 | - |
dc.identifier.hkuros | 334449 | - |
dc.identifier.volume | 32 | - |
dc.identifier.spage | 755 | - |
dc.identifier.epage | 786 | - |
dc.identifier.isi | WOS:000819039600006 | - |