Realising the future: forecasting with high-frequency-based...

Realising the future: forecasting with high-frequency-based volatility (HEAVY) models

Professor Neil Shephard, Kevin Sheppard
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Volume:
25
Year:
2010
Language:
english
Pages:
35
DOI:
10.1002/jae.1158
File:
PDF, 1.03 MB
english, 2010
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