Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment
Year of publication: |
2006
|
---|---|
Authors: | Deo, Rohit ; Hurvich, Clifford ; Lu, Yi |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 131.2006, 1-2, p. 29-58
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Publisher: |
Elsevier |
Saved in:
Saved in favorites
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