Forecasting Latent Volatility through a Markov Chain Approximation Filter
Lo, Chia Chun, Skindilias, Konstantinos, Karathanasopoulos, AndreasVolume:
35
Language:
english
Journal:
Journal of Forecasting
DOI:
10.1002/for.2364
Date:
January, 2016
File:
PDF, 910 KB
english, 2016