Realized Volatility Forecasting in the Presence of Time-Varying Noise
| Year of publication: |
2013
|
|---|---|
| Authors: | Bandi, Federico M. ; Russell, Jeffrey R. ; Yang, Chen |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 31.2013, 3 (1.7.), p. 331-345
|