Integrated variance forecasting: model based vs. reduced form
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Publication:737909
DOI10.1016/j.jeconom.2011.02.004zbMath1441.62266OpenAlexW3124875007MaRDI QIDQ737909
Publication date: 12 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.02.004
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