Forecasting volatility with outliers in Realized GARCH models
| Year of publication: |
2020
|
|---|---|
| Authors: | Cai, Guanghui ; Wu, Zhimin ; Peng, Lei |
| Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 40.2020, 4, p. 667-685
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/for.2736 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012406761