Multivariate volatility forecasts for stock market indices
Author:
Funder
H2020 Marie Skłodowska-Curie Actions
Publisher
Elsevier BV
Subject
Business and International Management
Reference61 articles.
1. Roughing it up: Including jump components in the measurement, modeling, and forecasting of return volatility;Andersen;The Review of Economics and Statistics,2007
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