"Modelling and forecasting noisy realized volatility."

Manabu Asai, Michael McAleer, Marcelo C. Medeiros (2012)

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DOI: 10.1016/J.CSDA.2011.06.024

access: closed

type: Journal Article

metadata version: 2020-02-18

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Manabu Asai, Michael McAleer, Marcelo C. Medeiros:
Modelling and forecasting noisy realized volatility. Comput. Stat. Data Anal. 56(1): 217-230 (2012)

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