default search action
"Vector error correction heterogeneous autoregressive forecast model of ..."
Ji Won Shin, Dong Wan Shin (2019)
- 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)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.