Realized Semicovariances: Looking for Signs of Direction Inside the Covariance Matrix
| dc.contributor.author | Bollerslev, T | |
| dc.contributor.author | Li, J | |
| dc.contributor.author | Patton, AJ | |
| dc.contributor.author | Quaedvlieg, R | |
| dc.date.accessioned | 2018-04-01T13:10:59Z | |
| dc.date.available | 2018-04-01T13:10:59Z | |
| dc.date.issued | 2017-09-05 | |
| dc.date.updated | 2018-04-01T13:10:58Z | |
| dc.identifier.uri | ||
| dc.publisher | The Econometric Society | |
| dc.relation.ispartof | Economic Research Initiatives at Duke (ERID) Working Paper | |
| dc.subject | High-Frequency Data; Realized Variances; Semicovariances; Symmetric Correlations; Cojumps; Volatility Forecasting | |
| dc.title | Realized Semicovariances: Looking for Signs of Direction Inside the Covariance Matrix | |
| dc.type | Journal article | |
| pubs.issue | 252 | |
| pubs.organisational-group | Trinity College of Arts & Sciences | |
| pubs.organisational-group | Duke | |
| pubs.organisational-group | Economics |
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