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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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Comparison of realized measure and implied volatility in forecasting volatility
Han, Heejoon; Park, Myung D. - In: Journal of forecasting 32 (2013) 6, pp. 522-533
Persistent link: https://www.econbiz.de/10009789678
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
Cover Image
Comparison of Realized Measure and Implied Volatility in Forecasting Volatility
Han, Heejoon; Park, Myung D. - In: Journal of Forecasting 32 (2013) 6, pp. 522-533
Persistent link: https://www.econbiz.de/10010682780
Cover Image
Comparison of Realized Measure and Implied Volatility in Forecasting Volatility
Han, Heejoon; Park, Myung D. - In: Journal of forecasting 32 (2013) 6, pp. 522-533
Persistent link: https://www.econbiz.de/10010156094