Realising the future: forecasting with high frequency based volatility (HEAVY) models

Neil Shephard; Kevin Sheppard

Year of publication:	2009
Authors:	Shephard, Neil G. ; Sheppard, Kevin
Publisher:	Oxford : Nuffield College
Subject:	Finanzmarkt \| Financial market \| Kapitaleinkommen \| Capital income \| Prognose \| Forecast \| Volatilität \| Volatility \| Bootstrap-Verfahren \| Bootstrap approach \| ARCH-Modell \| ARCH model

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