Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models
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Publication:6623164
DOI10.1080/07350015.2016.1138118zbMATH Open1547.6267MaRDI QIDQ6623164
Jiti Gao, Param Silvapulle, Degui Li, [[Person:6623163|Author name not available (Why is that?)]]
Publication date: 23 October 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
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