Forecasting volatility using double shrinkage methods
| Autor: | Cheng, Mingmian, Swanson, Norman R., Yang, Xiye |
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| Zdroj: | In Journal of Empirical Finance June 2021 62:46-61 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Cheng, Mingmian, Swanson, Norman R., Yang, Xiye |
|---|---|
| Zdroj: | In Journal of Empirical Finance June 2021 62:46-61 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect