Improving the accuracy: Volatility modeling and forecasting using high-frequency data and the variational component
Year of publication: |
2010
|
---|---|
Authors: | Kumar, Manish |
Published in: |
Journal of Industrial Engineering and Management (JIEM). - Barcelona : OmniaScience, ISSN 2013-0953. - Vol. 3.2010, 1, p. 199-220
|
Publisher: |
Barcelona : OmniaScience |
Subject: | realized volatility | forecasting | time series analysis | autoregressive model |
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