Predictive density estimators for daily volatility based on the use of realized measures
| Year of publication: |
2009
|
|---|---|
| Authors: | Corradi, Valentina ; Distaso, Walter ; Swanson, Norman R. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 150.2009, 2, p. 119-138
|