"HAR-type Models for Volatility Forecasting: An Empirical Investigation."

Giuseppina Albano, D. De Gaetano (2019)

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DOI: 10.1007/978-3-030-45093-9_23

access: closed

type: Conference or Workshop Paper

metadata version: 2020-04-16

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Giuseppina Albano, D. De Gaetano:
HAR-type Models for Volatility Forecasting: An Empirical Investigation. EUROCAST (1) 2019: 185-194

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