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Exploiting the errors: A simple approach for improved volatility forecasting

2016

Bollerslev, Tim | Patton, Andrew J. | Quaedvlieg, Rogier


Bibliographic information
Journal of econometrics
Volume 192 Issue 1 Pagination 1 - 18 ISSN 0304-4076
Publisher
Elsevier B.V.
Other Subjects
Mathematical theory; Economic theory; Realized volatility; Har; Harq; Measurement errors; C22; Temporal variation; C53; C51; C58
Language
English
Type
Text; Journal Article

2024-02-27
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