A simple model for now-casting volatility series

Jörg Breitung () and Christian Hafner

No 2014046, LIDAM Discussion Papers ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2014-01-01
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Related works:
Journal Article: A simple model for now-casting volatility series (2016)
Working Paper: A simple model for now-casting volatility series (2016)
Working Paper: A simple model for now-casting volatility series (2016)
Working Paper: A Simple Model for Now-Casting Volatility Series (2016)
Working Paper: A simple model for now-casting volatility series (2016)
Working Paper: A simple model for now-casting volatility series (2015)
Working Paper: A simple model for now-casting volatility series (2014)
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