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: |
Autor: | Cheng, Mingmian, Swanson, Norman R., Yang, Xiye |
---|---|
Zdroj: | In Journal of Empirical Finance June 2021 62:46-61 |
Databáze: | ScienceDirect |
Externí odkaz: |