HAR Modeling for Realized Volatility Forecasting

Corsi, F., Audrino, F. & Reno, R. (2012). HAR Modeling for Realized Volatility Forecasting. In: Handbook of Volatility Models and Their Applications. (pp. 363-382). New Jersey, USA: John Wiley & Sons, Inc. ISBN 9780470872512

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Item Type: Book Section
Subjects: H Social Sciences > HB Economic Theory
Divisions: School of Social Sciences > Department of Economics
Related URLs:
URI: http://openaccess.city.ac.uk/id/eprint/4438

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