Forecasting High-Dimensional, Time-Varying Variance-Covariance Matrices With High-Frequency Data And Sampling PóLya-Gamma Random Variates For Posterior Distributions Derived From Logistic Likelihoods
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Forecasting High-Dimensional, Time-Varying Variance-Covariance Matrices With High-Frequency Data And Sampling PóLya-Gamma Random Variates For Posterior Distributions Derived From Logistic Likelihoods