Biblio

Positive semidefinite integrated covariance estimation, factorizations and asynchronicityJournal articleKris Boudt, Sébastien Laurent, Asger Lunde, Rogier Quaedvlieg et Orimar Sauri, Journal of Econometrics, Volume 196, Issue 2, pp. 347-367, 2017

Risk Measure InferenceJournal articleChristophe Hurlin, Sébastien Laurent, Rogier Quaedvlieg et Stephan Smeekes, Journal of Business & Economic Statistics, Volume 35, Issue 4, pp. 499-512, 2017