Reference
Neil Shephard (University of Oxford), “Multivariate High-Frequency-Based Volatility (HEAVY) Models”, Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, May 19–21, 2011.
See also
Published in
Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, May 19–21, 2011