![Time series analysis / Technical analysis / Volatility / Forecasting / Estimation of covariance matrices / Covariance / Time series / Statistics / Mathematical finance / Statistical forecasting Time series analysis / Technical analysis / Volatility / Forecasting / Estimation of covariance matrices / Covariance / Time series / Statistics / Mathematical finance / Statistical forecasting](https://www.pdfsearch.io/img/0251bdfc00d8b159ae0ded767e75d29b.jpg)
| Document Date: 2011-09-21 09:13:16 Open Document File Size: 3,99 MBShare Result on Facebook
City Bruxelles / Brussels / / Company Diebold / Belgian National Bank / / Country Belgium / Denmark / / Currency pence / / / Facility Aarhus University / / MarketIndex Autoregressive Fractionally Integrated Moving / / Organization School of Economics and Management / ECORE / Danish National Research Foundation / Mixed Frequency Approach Roxana Halbleib and Valeri Voev School of Economics and Management Aarhus University Bartholins Allé / European Center for Advanced Research / Aarhus University / Center for Research / Solvay Brussels School of Economics and Management / / Person Valeri Voev†Universit / F. Roosevelt / / / Position author / Rt / Dynamic Mixed-Frequency Model Let rt / /
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