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~person:"Clements, Adam"
~subject:"Estimation theory"
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Estimation theory
Box-Cox transformation
2
Forecast comparisons
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Forecasting model
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Prognoseverfahren
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Realized variance
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Clements, Adam
McAleer, Michael
4
Nawata, Kazumitsu
4
Preve, Daniel P. A.
2
Skolrud, Tristan D.
2
Zuehlke, Thomas William
2
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Journal of banking & finance
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ECONIS (ZBW)
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A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
-
2019
Persistent link: https://www.econbiz.de/10012431202
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2
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
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