Forecasting applications of the persistence-based Wold decomposition

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Keywords	Wold decomposition; forecasting; portfolio selection; realized volatility
Thesis Advisor	Grith, M.
Persistent URL	hdl.handle.net/2105/53535
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Voogd, W.J.W. de. (2020). Forecasting applications of the persistence-based Wold decomposition. In Econometrie.http://hdl.handle.net/2105/53535

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