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[Lecture Notes in Computer Science] Tools and Algorithms for the Construction and Analysis of Systems Volume 11427 (25th International Conference, TACAS 2019, Held as Part of the European Joint Conferences on Theory and Practice of Software, ETAPS 2019, Prague, Czech Republic, April 6–11, 2019, Proceedings, Part I) || Evaluating Realized Volatility Models with Higher Order Cumulants: HAR-RV Versus ARIMA-RV
Vojnar, Tomáš, Zhang, LijunVolume:
10.1007/97
Year:
2019
Language:
english
DOI:
10.1007/978-3-030-11833-4_21
File:
PDF, 1.22 MB
english, 2019