FORECASTING REALIZED VOLATILITY WITH LINEAR AND NONLINEAR UNIVARIATE MODELS
Michael McAleer and
Marcelo Medeiros ()
Journal of Economic Surveys, 2011, vol. 25, issue 1, 6-18
Date: 2011
References: Add references at CitEc
Citations: View citations in EconPapers (14)
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
Related works:
Working Paper: Forecasting Realized Volatility with Linear and Nonlinear Univariate Models (2010) 
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:bla:jecsur:v:25:y:2011:i:1:p:6-18
Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0950-0804
Access Statistics for this article
More articles in Journal of Economic Surveys from Wiley Blackwell
Bibliographic data for series maintained by Wiley Content Delivery ().