Forecasting UHF Financial Data: Realized Volatility versus UHF-GARCH Models

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

• Book ID: 106569312
• Publisher: Springer US
• Year: 2007
• Tongue: English
• Weight: 52 KB
• Volume: 13
• Category: Article
• ISSN: 1083-0898
• DOI: 10.1007/s11294-007-9079-x