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HAR Modeling for Realized Volatility Forecasting
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HAR Modeling for Realized Volatility Forecasting
Series
Wiley handbooks in financial engineering and econometrics
ISBN
978-0-470-87251-2
Type
book section
Date Issued
2012
Author(s)
Corsi, Fulvio
Audrino, Francesco
Reno, Roberto
Editor(s)
Bauwens, Luc
Hafner, Christian
Laurent, Sebastien
Language
English
HSG Classification
contribution to scientific community
HSG Profile Area
SEPS - Quantitative Economic Methods
Refereed
No
Book title
Handbook of Volatility Models and their Applications
Publisher
Wiley
Publisher place
Hoboken, N.J.
Number
3
Start page
363
End page
382
Pages
20
URL
https://www.alexandria.unisg.ch/handle/20.500.14171/92347
Subject(s)
economics
Division(s)
SEPS - School of Econ...
MS - Faculty of Mathe...
Eprints ID
209933