Harry-Paul Vander Elst

Smoothing it Out: Empirical and Simulation Results for Disentangled Realized Covariances

D. Veredas, Harry-Paul Vander Elst, David Veredas, 2014 .

Disentangled jump-robust realized covariances and correlations with non-synchronous prices

D. Veredas, Harry-Paul Vander Elst, David Veredas, 2014 .

FloGARCH: Realizing Long Memory and Asymmetries in Returns Valitility

Harry-Paul Vander Elst, 2015 .

Measuring, Modeling, and Forecasting Volatility and Correlations from High-Frequency Data

D. Paindaveine, Harry-Paul Vander Elst, 2016 .