Realized GARCH: a joint model for returns and realized measures of volatility
| Year of publication: |
2012
|
|---|---|
| Authors: | Hansen, Peter Reinhard ; Huang, Zhuo ; Shek, Howard Howan |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 27.2012, 6, p. 877-907
|