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HAR Modeling for Realized Volatility Forecasting

Corsi, F., Audrino, F. and 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

Publication Type: Book Section
Subjects: H Social Sciences > HB Economic Theory
Departments: School of Arts & Social Sciences > Economics
Related URLs:
Date available in CRO: 19 Dec 2014 09:19
Date deposited: 26 July 2017
Date of first online publication: 2012
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