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~isPartOf:"Journal of econometrics"
~person:"Xiao, Weilin"
~subject:"Stock market"
~subject:"Volatility"
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Search: subject_exact:"Autoregressive fractionally integrated moving average"
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Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
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