| Title | Other author(s) | |
|---|---|---|
Risk spillovers in international equity portfoliosSwiss National Bank Working Papers [View] (Paper: 2012-03, 20.04.2012) |
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Forecasting realized (co)variances with a block structure Wishart autoregressive modelSwiss National Bank Working Papers [View] (Paper: 2009-03, 12.06.2009) |