Type of publication: Book / Working Paper
Language: English
Notes:
Grigoryeva, Lyudmila and Ortega, Juan-Pablo and Peresetsky, Anatoly (2015): Volatility forecasting using global stochastic financial trends extracted from non-synchronous data.
Classification: C32 - Time-Series Models ; C5 - Econometric Modeling
Source:
BASE
Persistent link: https://www.econbiz.de/10015247682