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Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment
Deo, Rohit S.; Hurvich, Clifford M.; Lu, Yi - In: Journal of econometrics 131 (2006) 1/2, pp. 29-58
Persistent link: https://www.econbiz.de/10003298562
Cover Image
Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment
Deo, Rohit; Hurvich, Clifford; Lu, Yi - In: Journal of econometrics 131 (2006) 1, pp. 29-58
Persistent link: https://www.econbiz.de/10006747799