Multivariate high‐frequency‐based volatility (HEAVY) models
| Year of publication: |
2012
|
|---|---|
| Authors: | Noureldin, Diaa ; Shephard, Neil ; Sheppard, Kevin |
| Published in: |
Journal of Applied Econometrics. - John Wiley & Sons, Ltd.. - Vol. 27.2012, 6, p. 907-933
|
| Publisher: |
John Wiley & Sons, Ltd. |