"Do we need the constant term in the heterogenous autoregressive model for ..."

Hyejin Song, Dong Wan Shin, Jae Keun Yoo (2018)

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DOI: 10.1080/03610918.2016.1249882

access: closed

type: Journal Article

metadata version: 2020-05-10

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Hyejin Song, Dong Wan Shin, Jae Keun Yoo:
Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities? Commun. Stat. Simul. Comput. 47(1): 63-73 (2018)

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