Works by Brito, Diego S de

Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage*.

Published in:

Journal of Financial Econometrics, 2024, v. 22, n. 3, p. 696, doi. 10.1093/jjfinec/nbad013

By:

• Alves, Rafael P;
• Brito, Diego S de;
• Medeiros, Marcelo C;
• Ribeiro, Ruy M

Publication type:

Article