A Multiplicative Error Model with Heterogeneous Components for Forecasting Realized Volatility
| Year of publication: |
2015
|
|---|---|
| Authors: | Han, Heejoon ; Park, Myung D. ; Zhang, Shen |
| Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 34.2015, 3, p. 209-219
|
| Publisher: |
John Wiley & Sons, Ltd. |