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On the modelling and forecasting of multivariate realized volatility : generalized heterogeneous autoregressive (GHAR) model
Čech, František; Baruník, Jozef - In: Journal of forecasting 36 (2017) 2, pp. 181-206
Persistent link: https://www.econbiz.de/10011729136
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Taming data-driven probability distributions
Baruník, Jozef; Hanus, Luboš - In: Journal of forecasting 44 (2025) 2, pp. 676-691
Persistent link: https://www.econbiz.de/10015374076