Neely, Christopher J. (contributor) - 2003 - [Elektronische Ressource], rev
International Economics Fall
2002; Quantitative Finance 2002; Rutgers; the New York Fed; the University of Iowa and Academia … on the ρ,
v
κ ,
v
θ ,
v
σ , F, X, i, and T-t, instantaneous variance (V(t)) for each business
day is chosen to …
minimum forecast horizon of five business days and a maximum horizon of 67 business days. There were
28 to 48 observations …