Bonato, M., Caporin, M., & Ranaldo, A. (2009). Forecasting realized (co)variances with a block structure Wishart autoregressive model. Swiss National Bank.
Chicago Style (17th ed.) CitationBonato, Matteo, Massimiliano Caporin, and Angelo Ranaldo. Forecasting Realized (co)variances with a Block Structure Wishart Autoregressive Model. Zurich: Swiss National Bank, 2009.
MLA (9th ed.) CitationBonato, Matteo, et al. Forecasting Realized (co)variances with a Block Structure Wishart Autoregressive Model. Swiss National Bank, 2009.
Warning: These citations may not always be 100% accurate.