@data{jae.2022321.0714059738, author = {Hansen, Peter Reinhard and Lunde, Asger and Voev, Valeri}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {realized-beta-garch-a-multivariate-garch-model-with-realized-measures-of-volatility}, year = {2014}, version = {1}, url = {https://journaldata.zbw.eu/dataset/realized-beta-garch-a-multivariate-garch-model-with-realized-measures-of-volatility}, doi = "10.15456/jae.2022321.0714059738" }