Semi-Parametric Forecasting of Realized Volatility.
Saved in:
| 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 |
| ISSN: | 10811826 |
|---|---|
| DOI: | 10.2202/1558-3708.1814 |