Forecasting realized volatility: a Bayesian model-averaging approach
| Year of publication: |
2009
|
|---|---|
| Authors: | Liu, Chun ; Maheu, John M. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 24.2009, 5, p. 709-734
|