Forecasting Volatility Using A Continuous Time Model
Year of publication: |
2003-09-04
|
---|---|
Authors: | Veiga, Maria Helena Lopes Moreira da |
Institutions: | Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona |
Subject: | Efficient Method of Moments (EMM) | Reprojection | Factors of Volatility | Fractional Integration | Volatility Forecasting |
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