FORECASTING REALIZED VOLATILITY WITH LINEAR AND NONLINEAR UNIVARIATE MODELS
| Year of publication: |
2011
|
|---|---|
| Authors: | McAleer, Michael ; Medeiros, Marcelo C. |
| Published in: |
Journal of Economic Surveys. - Wiley Blackwell. - Vol. 25.2011, 1, p. 6-18
|
| Publisher: |
Wiley Blackwell |