A simple model for now-casting volatility series

Breitung, J. and C. Hafner

Year of publication:	October 2015
Authors:	Breitung, Jörg ; Hafner, Christian M.
Publisher:	[Louvain-la-Neuve] : Institut de statistique biostatistique et sciences actuarielles (ISBA)
Subject:	EGARCH \| stochastic volatility \| ARMA \| realized volatility \| leverage \| Volatilität \| Volatility \| ARCH-Modell \| ARCH model \| ARMA-Modell \| ARMA model \| Kapitalmarktrendite \| Capital market returns \| Stochastischer Prozess \| Stochastic process \| Theorie \| Theory \| Stochastische Volatilität \| Stochastic volatility \| Zeitreihenanalyse \| Time series analysis

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