Realized Volatility Forecasting in the Presence of Time-Varying Noise

Journal of Business & Economic Statistics, Volume 31, Issue 3, 2013, pp331-345.

Author(s):

Jeffrey R. Russell

Chen Yang

Journal of Business & Economic Statistics, Volume 31, Issue 3, 2013, pp331-345.
Type: Academic publication
Date: le 01/01/2014
Source : Journal of Business & Economic Statistics

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