Search Results - subject:"HAR(∞) model"

Clements, Adam; Preve, Daniel P. A. - 2019

Persistent link: https://www.econbiz.de/10012431202

Baillie, Richard; Calonaci, Fabio; Cho, Dooyeon; Rho, … - 2019

the Heterogeneous Autoregressive (HAR) model and its extensions. This paper assesses the separate roles of fractionally …

Persistent link: https://www.econbiz.de/10011964976

Guo, Chuan; Feng, Yiyun - In: Journal of risk 25 (2022) 1, pp. 23-48

Persistent link: https://www.econbiz.de/10013549680

Clements, Adam; Liao, Yin; Tang, Yusui - In: Journal of forecasting 41 (2022) 1, pp. 86-99

Persistent link: https://www.econbiz.de/10012796271

Liang, Chao; Wei, Yu; Lei, Likun; Ma, Feng - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 594-609

Persistent link: https://www.econbiz.de/10012814844

Delis, Panagiotis; Degiannakis, Stavros; Filis, George - In: Journal of forecasting 41 (2022) 2, pp. 361-382

Persistent link: https://www.econbiz.de/10012817777

Jiang, Gongyue; Qiao, Gaoxiu; Ma, Feng; Wang, Lu - In: The journal of futures markets 42 (2022) 8, pp. 1518-1548

Persistent link: https://www.econbiz.de/10013288000

Jiang, Rui; Wen, Conghua - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 9, pp. 2522-2537

Persistent link: https://www.econbiz.de/10013354977

Zeng, Qing; Lu, Xinjie; Li, Tao; Wu, Lan - In: Finance research letters 48 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10013461688

Zhang, Gaoxun; Qiao, Gaoxiu - In: Applied economics 53 (2021) 19, pp. 2192-2205

Persistent link: https://www.econbiz.de/10012501131

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