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Results for Heterogeneous autoregressive model
Publications & Outputs
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