City Research Online - HAR Modeling for Realized Volatility Forecasting

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 > Economics
Related URLs:	Author

[thumbnail of CorsiAudrinoReno_Handbook_sub2011.pdf]

Preview

PDF - Accepted Version
Download (217kB) | Preview

Export

Downloads

Downloads per month over past year

View more statistics

Metadata

Altmetric

CORE (COnnecting REpositories)

Actions (login required)

Admin Login

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