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A multiplicative error model with heterogeneous components for forecasting realized volatility
Han, Heejoon; Park, Myung D.; Zhang, Shen - In: Journal of forecasting 34 (2015) 3, pp. 209-219
Persistent link: https://www.econbiz.de/10011305259
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Non-stationary non-parametric volatility model
Han, Heejoon; Zhang, Shen - In: The econometrics journal 15 (2012) 2, pp. 204-225
Persistent link: https://www.econbiz.de/10009614928
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Non‐stationary non‐parametric volatility model
Han, Heejoon; Zhang, Shen - In: Econometrics Journal 15 (2012) 2, pp. 204-225
Persistent link: https://www.econbiz.de/10011005092
Cover Image
A Multiplicative Error Model with Heterogeneous Components for Forecasting Realized Volatility
Han, Heejoon; Park, Myung D.; Zhang, Shen - In: Journal of Forecasting 34 (2015) 3, pp. 209-219
Persistent link: https://www.econbiz.de/10011202194