Forecasting realized volatility: A bayesian model-averaging approach

Journal of Applied Econometrics

Volumn 24, Issue 5, 2009, Pages 709-733

  Liu, Chun ^a   Maheu, John M ^b  

^a Tsinghua University   (China)

^b UNIVERSITY OF TORONTO   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 68249123216     PISSN: 08837252     EISSN: 10991255     Source Type: Journal    
DOI: 10.1002/jae.1070     Document Type: Article

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