@data{jae.2022320.0722696629, author = {Chiriac, Roxana and Voev, Valeri}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {modelling-and-forecasting-multivariate-realized-volatility}, year = {2011}, version = {1}, url = {https://journaldata.zbw.eu/dataset/modelling-and-forecasting-multivariate-realized-volatility}, doi = "10.15456/jae.2022320.0722696629" }