Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models
Chen, Xiangjin B., Gao, Jiti, Li, Degui, Silvapulle, ParamLanguage:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1080/07350015.2016.1138118
Date:
March, 2016
File:
PDF, 470 KB
english, 2016