A practical guide to harnessing the HAR volatility model

Adam Clements, Daniel P. A. Preve

Year of publication:	[2019]
Authors:	Clements, Adam ; Preve, Daniel P. A.
Publisher:	[Brisbane] : [National Centre for Econometric Research]
Subject:	Volatility forecasting \| Realized variance \| HAR model \| HARQ model \| Robustregression \| Box-Cox transformation \| Forecast comparisons \| QLIKE loss \| Model confidence set \| Volatilität \| Volatility \| Prognoseverfahren \| Forecasting model \| ARCH-Modell \| ARCH model \| Schätztheorie \| Estimation theory \| Varianzanalyse \| Analysis of variance

freely available

Full text |

More access options

ideas.repec.org

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10012431202

A service of the