Modeling daily realized futures volatility with singular spectrum analysis

✍ Scribed by Dimitrios D. Thomakos; Tao Wang; Luc T. Wille

• Book ID: 108450160
• Publisher: Elsevier Science
• Year: 2002
• Tongue: English
• Weight: 234 KB
• Volume: 312
• Category: Article
• ISSN: 0378-4371
• DOI: 10.1016/s0378-4371(02)00845-2