Journal article 754 views
How Predictable Are Equity Covariance Matrices? Evidence from High-Frequency Data for Four Markets
Maggie Chen,
Mike Buckle,
Julian Williams,
Mike Buckle 
Journal of Forecasting, Volume: 33, Issue: 7, Pages: 542 - 557
Swansea University Authors:
Maggie Chen, Mike Buckle
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1002/for.2310
Abstract
How Predictable Are Equity Covariance Matrices? Evidence from High-Frequency Data for Four Markets
| Published in: | Journal of Forecasting |
|---|---|
| Published: |
2014
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa18085 |
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2014-07-04T01:30:02Z |
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2020-12-09T03:28:05Z |
| id |
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| fullrecord |
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2020-12-08T15:56:03.5480743 v2 18085 2014-07-03 How Predictable Are Equity Covariance Matrices? Evidence from High-Frequency Data for Four Markets 84886845de6e6c3a4d460fc5e68ac18e Maggie Chen Maggie Chen true false 756422b319676d1b53856d85363a4ae3 0000-0002-5767-2217 Mike Buckle Mike Buckle true false 2014-07-03 BAF Journal Article Journal of Forecasting 33 7 542 557 8 9 2014 2014-09-08 10.1002/for.2310 Forthcoming COLLEGE NANME Accounting and Finance COLLEGE CODE BAF Swansea University 2020-12-08T15:56:03.5480743 2014-07-03T11:51:04.8482454 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Maggie Chen 1 Mike Buckle 2 Julian Williams 3 Mike Buckle 0000-0002-5767-2217 4 |
| title |
How Predictable Are Equity Covariance Matrices? Evidence from High-Frequency Data for Four Markets |
| spellingShingle |
How Predictable Are Equity Covariance Matrices? Evidence from High-Frequency Data for Four Markets Maggie Chen Mike Buckle |
| title_short |
How Predictable Are Equity Covariance Matrices? Evidence from High-Frequency Data for Four Markets |
| title_full |
How Predictable Are Equity Covariance Matrices? Evidence from High-Frequency Data for Four Markets |
| title_fullStr |
How Predictable Are Equity Covariance Matrices? Evidence from High-Frequency Data for Four Markets |
| title_full_unstemmed |
How Predictable Are Equity Covariance Matrices? Evidence from High-Frequency Data for Four Markets |
| title_sort |
How Predictable Are Equity Covariance Matrices? Evidence from High-Frequency Data for Four Markets |
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84886845de6e6c3a4d460fc5e68ac18e 756422b319676d1b53856d85363a4ae3 |
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84886845de6e6c3a4d460fc5e68ac18e_***_Maggie Chen 756422b319676d1b53856d85363a4ae3_***_Mike Buckle |
| author |
Maggie Chen Mike Buckle |
| author2 |
Maggie Chen Mike Buckle Julian Williams Mike Buckle |
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Journal article |
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Journal of Forecasting |
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33 |
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7 |
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542 |
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2014 |
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Swansea University |
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10.1002/for.2310 |
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Faculty of Humanities and Social Sciences |
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Faculty of Humanities and Social Sciences |
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facultyofhumanitiesandsocialsciences |
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Faculty of Humanities and Social Sciences |
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School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance |
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| published_date |
2014-09-08T03:21:06Z |
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11.013148 |