Forecasting realized volatility: Does anything beat linear models?
| Autor: | Branco, Rafael R., Rubesam, Alexandre, Zevallos, Mauricio |
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| Zdroj: | In Journal of Empirical Finance September 2024 78 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Branco, Rafael R., Rubesam, Alexandre, Zevallos, Mauricio |
|---|---|
| Zdroj: | In Journal of Empirical Finance September 2024 78 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect