Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models
نویسندگان
چکیده
منابع مشابه
Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models
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ژورنال
عنوان ژورنال: Journal of Business & Economic Statistics
سال: 2017
ISSN: 0735-0015,1537-2707
DOI: 10.1080/07350015.2016.1138118