Realized Volatility Forecasting in the Presence of...

Realized Volatility Forecasting in the Presence of Time-Varying Noise

Bandi, Federico M., Russell, Jeffrey R., Yang, Chen
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Volume:
31
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1080/07350015.2013.803866
Date:
July, 2013
File:
PDF, 343 KB
english, 2013
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