@data{modeling-a/2016,
author = {Callot, Laurent and Kock, Anders Bredahl and Medeiros, Marcelo C.},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {modeling-and-forecasting-large-realized-covariance-matrices-and-portfolio-choice},
year = {2016},
version = {1},
url = {https://jda-test.zbw.eu/dataset/modeling-and-forecasting-large-realized-covariance-matrices-and-portfolio-choice} 
}