A Multiplicative Error Model with Heterogeneous Components for Forecasting Realized Volatility
Heejoon Han (),
Myung D. Park and
Journal of Forecasting, 2015, vol. 34, issue 3, 209-219
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Persistent link: https://EconPapers.repec.org/RePEc:wly:jforec:v:34:y:2015:i:3:p:209-219
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