Realising the future: forecasting with high‐frequency‐based volatility (HEAVY) models | Department of Economics

Shephard N, Sheppard K

March 2010

Journal article

Journal:

Journal of Applied Econometrics

Volume:

25

Issue:

2

,

Wiley

,

pp.

197 - 231

No abstract available

Keywords:

38 Economics

,

3801 Applied Economics

,

3802 Econometrics

DOI

10.1002/jae.1158