Realized Variance Modeling: Decoupling Forecasting from Estimation*
Cipollini, Fabrizio, Gallo, Giampiero M, Palandri, AlessandroJournal:
Journal of Financial Econometrics
DOI:
10.1093/jjfinec/nbaa009
Date:
June, 2020
File:
PDF, 520 KB
2020