Predictive density estimators for daily volatility based on the use of realized measures (2009)

First Author: Corradi V
Attributed to:  Extraction of trend, cycle, and memory from economic and financial series funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.jeconom.2008.12.015

Publication URI: http://dx.doi.org/10.1016/j.jeconom.2008.12.015

Type: Journal Article/Review

Parent Publication: Journal of Econometrics

Issue: 2