Semi-parametric forecasting of realized volatility
Ralf Becker; Adam E. Clements; Stan Hurn
| Year of publication: |
2011
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|---|---|
| Authors: | Becker, Ralf ; Clements, Adam E. ; Hurn, Stan |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 13852619. - Vol. 15.2011, 3, p. 1-21
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | 10.2202/1558-3708.1814 [DOI] |
| Source: |
Persistent link: https://www.econbiz.de/10010008348