Capturing Measurement Error Bias in Volatility Forecasting by Realized GARCH Models

Autor:	Gerlach, Richard, Naimoli, Antonio, Storti, Giuseppe
Rok vydání:	2023
Zdroj:	Models for Data Analysis ISBN: 9783031158841
DOI:	10.1007/978-3-031-15885-8_10
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cd7af73da0495dc07c23848458a495c1 https://doi.org/10.1007/978-3-031-15885-8_10 Zobrazit plný text záznamu