"Vector error correction heterogeneous autoregressive forecast model of ..."

Ji Won Shin, Dong Wan Shin (2019)

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DOI: 10.1080/03610918.2017.1414250

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type: Journal Article

metadata version: 2022-02-15

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Ji Won Shin, Dong Wan Shin:
Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility. Commun. Stat. Simul. Comput. 48(5): 1503-1515 (2019)

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