Doubly multiplicative error models with long- and short-run components

A. Amendola, V. Candila, F. Cipollini, G. M. Gallo

Year of publication:	2024
Authors:	Amendola, Adalgiso ; Candila, V. ; Cipollini, F. ; Gallo, Giampiero M.
Subject:	Financial markets \| GARCH \| HAR \| MIDAS \| Multiplicative error model \| Realized volatility \| Volatilität \| Volatility \| Kointegration \| Cointegration \| Theorie \| Theory \| Finanzmarkt \| Financial market \| Börsenkurs \| Share price \| Prognoseverfahren \| Forecasting model \| ARCH-Modell \| ARCH model \| Schätzung \| Estimation

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