Forecasting realized volatility using a long-memory...

Journal of Econometrics 2006 Vol. 131; Iss. 1-2

Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment

Rohit Deo, Clifford Hurvich, Yi Lu
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
131
Year:
2006
Language:
english
DOI:
10.1016/j.jeconom.2005.01.003
File:
PDF, 443 KB
english, 2006
Conversion to is in progress
Conversion to is failed