Modeling and Forecasting Realized Volatility

Econometrica 2003 / 03 Vol. 71; Iss. 2

Modeling and Forecasting Realized Volatility

Torben G. Andersen, Tim Bollerslev, Francis X. Diebold and Paul Labys
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Volume:
71
Language:
english
Journal:
Econometrica
DOI:
10.2307/3082068
Date:
March, 2003
File:
PDF, 1005 KB
english, 2003
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