Forecasting UHF Financial Data: Realized Volatility versus UHF-GARCH Models
François-Éric Racicot; Raymond Théoret; Alain Coën
- 作者François-Éric Racicot; Raymond Théoret; Alain Coën
- 卷第13卷
- 期第2期
- 印刷ISSN1083-0898
- 电子ISSN1573-966X
- 文件大小52.28KB
- 发表时间2007-05
- DOI10.1007/s11294-007-9079-x
- 页码243-244