Forecasting realised volatility: a Markov switching approach with time‐varying transition probabilities
| Year of publication: |
2019
|
|---|---|
| Authors: | Wang, Xunxiao ; Shrestha, Keshab ; Sun, Qi |
| Published in: |
Accounting & Finance. - Wiley, ISSN 1467-629X, ZDB-ID 1482438-3. - 2019 (30.07.)
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/acfi.12503 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012087459