procedures for univariate volatility modeling and forecasting based on the GARCH, stochastic volatility and realized volatility …Volatility has been one of the most active and successful areas of research in time series econometrics and economic … empirical insights to emerge from this burgeoning literature, with a distinct focus on forecasting applications. Volatility is …

alternative procedures for univariate volatility modeling and forecasting based on the GARCH, stochastic volatility and realized …Volatility has been one of the most active and successful areas of research in time series econometrics and economic … empirical insights to emerge from this burgeoning literature, with a distinct focus on forecasting applications. Volatility is …