Harry Vander Elst

发表

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

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

FIR-GARCH: Realizing Long Memory and Asymmetries in Returns Volatility

Harry Vander Elst, 2015 .

Macro-Driven VAR Forecasts: From Very High to Very Low-Frequency Data

Yves Dominicy, Harry Vander Elst, 2015 .

Realizing Correlations Across Asset Classes

Kasper V. Olesen, Harry Vander Elst, Niels Groenborg, 2018, Journal of Financial Markets.