Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility
Year of publication: |
2012
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Authors: | Louzis, Dimitrios P. ; Xanthopoulos-Sisinis, Spyros ; Refenes, Apostolos P. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 44.2012, 27 (1.9.), p. 3533-3551
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