HAR Modeling for Realized Volatility Forecasting

Corsi, F.; Audrino, F.; Reno, R.

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. doi: 10.1002/9781118272039.ch15

Publication Type:	Book Section
Subjects:	H Social Sciences > HB Economic Theory
Departments:	School of Policy & Global Affairs > Department of Economics
Related URLs:	Author

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Creators:	Corsi, F. Audrino, F. Reno, R.
Status:	Published
Refereed:	Yes
Publisher:	John Wiley & Sons, Inc
ISBN:	9780470872512
URI:	https://openaccess.city.ac.uk/id/eprint/4438
Date available in CRO:	19 Dec 2014 09:19
Date deposited:	26 July 2017
Dates:	Date Event 2012 Published