@data{jae.2022327.0710102341,
author = {Jin, Xin and Maheu, John M. and Yang, Qiao},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {bayesian-parametric-and-semiparametric-factor-models-for-large-realized-covariance-matrices},
year = {2019},
version = {1},
url = {https://journaldata.zbw.eu/dataset/bayesian-parametric-and-semiparametric-factor-models-for-large-realized-covariance-matrices},
doi = "10.15456/jae.2022327.0710102341" 
}