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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
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PubType: Academic Journal
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  Data: Semi-Parametric Forecasting of Realized Volatility.
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  Data: <searchLink fieldCode="AR" term="%22Becker%2C+Ralf%22">Becker, Ralf</searchLink><br /><searchLink fieldCode="AR" term="%22Clements%2C+Adam+E%2E%22">Clements, Adam E.</searchLink><br /><searchLink fieldCode="AR" term="%22Hurn%2C+Stan%22">Hurn, Stan</searchLink>
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  Data: <searchLink fieldCode="JN" term="%22Studies+in+Nonlinear+Dynamics+%26+Econometrics%22">Studies in Nonlinear Dynamics & Econometrics</searchLink>. May2011, Vol. 15 Issue 3, Special section p1-21. 23p.
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        Value: 10.2202/1558-3708.1814
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        Text: English
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      – TitleFull: Semi-Parametric Forecasting of Realized Volatility.
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