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J

Jan Patrick Hartkopf

University of Cologne

4H指数
8论文数
41被引数
收录论文 2
发表时间
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Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
errFINANCE RESEARCH LETTERS
IF6.9
err2023-09-01
err1
PREAI
errHartkopf, Jan Patrick; Reh, Laura
err分享
err收藏
Modeling realized covariance measures with heterogeneous liquidity: A generalized matrix-variate Wishart state-space model
errJOURNAL OF ECONOMETRICS
IF4
err2023-07-01
err5
PREAI
errGribisch, Bastian; Hartkopf, Jan Patrick
err分享
err收藏

研究方向

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合作学者
合作期刊
B
Bastian Gribisch
H 指数: 8 · 论文数: 30
L
Laura Reh
H 指数: 4 · 论文数: 10
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