Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models

✍ Scribed by François-Éric Racicot; Raymond Théoret; Alain Coën

• Book ID: 106569366
• Publisher: Springer US
• Year: 2008
• Tongue: English
• Weight: 215 KB
• Volume: 14
• Category: Article
• ISSN: 1083-0898
• DOI: 10.1007/s11294-008-9134-2