Realized Volatility Forecasting in the Presence of Time-Varying Noise
Bandi, Federico M., Russell, Jeffrey R., Yang, ChenVolume:
31
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1080/07350015.2013.803866
Date:
July, 2013
File:
PDF, 343 KB
english, 2013