A simple model for now-casting volatility series

Jörg Breitung () and Christian Hafner

No 2865, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2016-01-01
Note: In : International Journal of Forecasting, 32, 1247-1255, 2016
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Citations: View citations in EconPapers (5)

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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 (2015)
Working Paper: A simple model for now-casting volatility series (2014)
Working Paper: A simple model for now-casting volatility series (2014)
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