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~person:"Distaso, Walter"
~subject:"Stochastischer Prozess"
~subject:"VAR model"
~subject:"Volatilität"
~type:"article"
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Distaso, Walter
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Predictive density estimators for daily volatility based on the use of realized measures
Corradi, Valentina
;
Distaso, Walter
;
Swanson, Norman R.
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 119-138
Persistent link: https://www.econbiz.de/10003858447
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