Semi-Parametric Forecasting of Realized Volatility.

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Bibliographic Details
Title: Semi-Parametric Forecasting of Realized Volatility.
Authors: Becker, Ralf, Clements, Adam E., Hurn, Stan
Source: Studies in Nonlinear Dynamics & Econometrics. May2011, Vol. 15 Issue 3, Special section p1-21. 23p.
Database: Mathematics Source
Description
ISSN:10811826
DOI:10.2202/1558-3708.1814