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isPartOf:"MPRA Paper"
~isPartOf:"International journal of forecasting"
~person:"Watanabe, Toshiaki"
~subject:"Stochastic volatility"
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Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution
Takahashi, Makoto
;
Watanabe, Toshiaki
;
Omori, Yasuhiro
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 437-457
Persistent link: https://www.econbiz.de/10011597142
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