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~isPartOf:"Working Paper Series / European Central Bank"
~isPartOf:"Econometric reviews"
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Working Paper Series / European Central Bank
Econometric reviews
Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen
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Lassoing the HAR model : a model selection perspective on realized volatility dynamics
Audrino, Francesco
;
Knaus, Simon D.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1485-1521
Persistent link: https://www.econbiz.de/10011592369
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