Work

Covariance Forecasting in Equity Markets

Year: 2018

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2018.08.013

Authors: Efthymia Symitsi, Lazaros Symeonidis, Apostolos Kourtis, Raphael Markellos

Institution: University of East Anglia

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2890124632

FWCI: 2.315

Cites: 69

Cited by: 23

Related to: 10