Results for Heterogeneous autoregressive model

Publications & Outputs

1. A novel cluster HAR-type model for forecasting realized volatility

   Yao, X., Izzeldin, M. & Li, Z., 1/10/2019, In: International Journal of Forecasting. 35, p. 1318-1331 14 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review